The most important piece of evidence today is maps ranging from the Antilles to lesser-known islands somewhere in southern Asia. Her profile states that she is the vice-king of the West Indies. The West Indies, as far as I know, is Cuba + Jamaica + Haiti + Puerto Rico. She is not located in Asia, of course. But in the days when pirates sailed, it was considered Asia, and besides, the Antilles are located near it!

Added 2 minutes later
And where did Jack Sparrow sail, wasn't it in the Caribbean Sea by any chance?