Do you play any mod with the unit size set to huge? That would help significantly. I have played a few MTWII mods, and have had 4000-5000 units on screen at one time quite a few times. But even those sizes caused my mean machine to crawl. I had a pretty powerful pc at the time although I can't remember exact specs.
The largest battle I've ever fought was a battle in the middle east, with an ally reinforcement army, against three Egyptian armies. If I recall it was over 8000 men in size and took 45 minutes to play out to its conclusion. But this was much later in the game, when cities and settlements were very developed and larger armies were easier to field. Large armies cost a fortune to maintain, especially in the mods.