Help! Wars go to hell

I'm playing at immortal level, Maria thought i built new cities too agressively (but actually she was much more agressive than I was). She had better diplomatic relations with other AIs than me. Then, she denounced me and other AIs gradually hostiled with me. Now i'm fighting against more than 10 AIs at the same time. Demographics say i'm at 15th in military but i' controlling the sea with my vast navals (don't know how they calculate army strength) and i'm conquering their cities. They never agree to negotiate peace even they're losing their last city. Very funny! Any suggestions? I'm tired of building more units as my gold has got minus 75. Really suck!

Improve your economy at same time as you take cities.

Cities under resist will cost you alot of upkeep because citizens in there isn't working to pay for the infrastructure. Sometimes it's better to pause during a permawar of conquest to let cities come out of resistance before you continue.

Raze useless cities and, like the above poster said, make sure you time your conquest so as to not place undue burden on your economy. Spam trade routes to city-states and set your lesser cities production to wealth if need be.