I've read that great Leonidas also took part in Olympics as naked
I think you're talking about Leonidas of Sparta here. But the Leonidas that took part in Olympics was from Rhodes. He was so great that since then only Michael Phelps has come close to challenge his one record.
Running man design on a pot dating from c500BC found in Rhodes
Leonidas of Rhodes competed in four successive Olympiads in 164BC, 160BC, 156BC and 152BC and in each of these he won three different foot races.
An athlete who won three events at a single Olympics was known as a triastes, or tripler. There were only seven triastes and Leonidas is the only one known to have achieved the honour more than once. Remarkably, he was 36 when he did it on the fourth occasion - five years older than Phelps is today.
Read it more here
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