Eien no Filena

The story follows the adventures of Filena, the only survivor of the royal family in the ocean kingdom of Filosena which is destroyed by the ruling empire. She is brought up as a boy slave and gladiator, and enters the gladiatorial games designed by the Empire to keep the masses happy. Young slave boys are trained as gladiators and girls are forced into prostitution. Filena befriends Lila, a slave assigned to be Filena's bed-mate before her first gladiatorial bout, and sets off on a journey with Lila to free her homeland from tyranny and discover her true past. Source: Wikipedia