Run .sh file on double click on Windows with Cygwin

I created a .sh script file on my Windows machine. I'd like to run it on double click.If I open up the Cygwin Terminal and start it manually with the “sh” command it runs without problems.

When I associate .sh file endings with c:\cygwin\bin\sh.exe and double click script.sh, a terminal pops up for a millisecond and disappears without effect.I think the problem is that sh.exe needs to be started like this:

C:\cygwin64\bin\sh.exe --login –i

But how do I tell Windows to run .sh files like that?