Sasha is universally applied to both males and females, although to be fair, in Russian, it's culturally much acceptable to call Alexander Sasha in any context whatsoever, whereas Sasha as–in female Alexandra is reserved for informal communication.
Sasha is derived from Alexander via its dimunitive, but obsolete form - Aleksashka - shortned to Sashka, further simplified to Sasha as per established name format of Masha (Maria), Dasha (Daria), Pasha (Pavel, Paul), Glasha (Glafira), Natasha (Natalia), etc.