The 23-year-old Cambridge & Coleridge athlete had a brilliant competition on the continent, following up her success at the DSE regional championships in Chelmsford in May.
Cox won gold medals in all her events – the 100m, 200m, 400m, long jump and, for the first time, the triathlon.
The triathlon consists of the 100m, long jump and shot putt and Cox set a world record in victory.
Great Britain came fourth overall, with hosts Portugal triumphant.
Cox now moves on to the Mencap Nationals in Manchester in June, with the IAADS World Championships in South Africa next year.