Place the apples, sultanas and cinnamon in a saucepan with a small amount of water and cook over a medium heat until the apple is very soft, about 15 to 20 minutes then taste test, and add a little sugar if desired, stirring until dissolved. Place the cooked apple into a sieve to drain off any juice. Leave until cold, about 30 minutes.
Lay a filo pastry sheet out flat on a work surface then lightly brush with a little melted butter. Place a sheet on top and butter that one too. Repeat until you have used all 5 filo sheets. Spoon the cold apple lengthways along the middle of the filo sheet then fold over to create a sausage shape. Brush with a little melted butter then place on a baking tray.
Bake the strudel in the oven for 10 to 15 minutes, until the filo is crisp and golden. Remove from the oven and serve warm, or allow to cool before serving and enjoying.