This is from the Orthodox website, “God is Wonderful in His Saints”
She was a maiden of high rank, the daughter of a magistrate named Anthimus in the city of Rome. Filled with love for Christ, she prevailed on her parents to allow her to travel on pilgrimage to the Holy Land. In Jerusalem she dismissed most of her attendants, gave her jewels, fine clothes and money to the poor, and went on to Egypt accompanied only by two trusted servants. Near Alexandria she slipped away from them and fled to a forest, where she lived in ascesis for many years. She then made her way to Sketis, the famous desert monastic colony, and presented herself as a eunuch named Dorotheos. In this guise she was accepted as a monk.
Anthimus, having lost his elder daughter, was visited with another grief: his younger daughter was afflicted by a demon. He sent this daughter to Sketis, asking the holy fathers there to aid her by their prayers. They put her under the care of “Dorotheos”, who after days of constant prayer effected the complete cure of her (unknowing) sister. When the girl got back home it was discovered that she was pregnant, and Anthimus angrily ordered that the monk who had cared for her be sent to him. He was astonished to find that “Dorotheos” was his own daughter Apollinaria, whom he had abandoned hope of seeing again. After some days the holy woman returned to Sketis, still keeping her identity secret from her fellow-monks. Only at her death was her true story discovered.
The Handbook lists some scholarly references in support, while a look at some orthodox websites corroborates the story and confirms her feast on 5th January. The Advent Catholic Encyclopedia. however, dismisses the tale as ‘hagiographic fiction.’
Let us acknowledge the courage of those who have done it, and pray for those who are preparing to do so.