Hello @Infra MFM
Welcome to the Atlassian community.
Are you using Jira Cloud or Jira Server/Data Center?
What do you want to do with the backup data? Do you need it in a format to restore it to another Jira instance?
Do you use third party apps? Data that is generated through the use a third party app may not be included in a backup.
Have you looked at the Export option available from the Search Issues/View All Issues screen? In Jira Cloud that screen is limited to exporting only 1000 issues at a time. If you need to export more issues there is a work around you would need to use.
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