The two saints depicted in these icons are interconnected. Saint George served as a soldier under the emperor of Rome, Diocletanius. Saint Alexandra was the wife of Diocletanius. Diocletanius was a dedicated worshipper of roman gods and persecuted Christians during the 3rd century. Saint George stood up to him and was tortured and executed as a result. A lot of miracles took place during the torture attempts. Saint George went through gruesome torture yet always came out unscathed. Saint George also has a lot of legends centered around him, the most popular of which depict him slaying the dragon. This motif is very popular among the icons depicting him. 

Saint Alexandra was the Queen of Rome who converted to Christianity after seeing the conviction of Saint George and the miracles that took place. She told Diocletanius about her conversion, and the Emperor ordered his wife to be executed with Saint George.