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Contrast therapy is a real skill. How long, how hot, how cold and in what order all depend on what you want from it. Answer three questions and we will build a session plan you can follow.
What are you trying to get out of it?
How experienced are you with this?
How much time do you have?
Heat first, cold second, is the ordinary order. Going into the sauna warm from the cold is unpleasant and cuts the heat exposure short, whereas going into the cold already hot is what produces the effect people describe. The exception is training: if you are lifting or running afterwards, finishing on heat rather than cold avoids blunting the session.
Rounds matter more than duration. Three moderate rounds do more than one long one, because the response comes from the transition rather than from time spent at either temperature. If you only have twenty minutes, two short rounds beat one long sit.
Finish on cold if the goal is alertness, and on heat if the goal is sleep. This is the single most common mistake — a cold finish late in the evening is stimulating, and people then wonder why they cannot settle.
None of this is medical advice, and it is written for healthy adults. Heat and cold both put load on the heart. If you are pregnant, have a heart condition or high blood pressure, or take medication that affects blood pressure or temperature regulation, ask a doctor before starting rather than after.