Do I have to back up my save data every time i use pkhex ?

[Jay45]

So i just got PKhex and i was wondering if i have to back up my save data every time i use PKhex I just beat the main story of oras and i dont want to lose all my progress

[Kaphotics]

Normally no, unless you're changing things like event flags.

Via the FAQ sticky:

Can PKHeX create backups automatically?

Yes, create a "bak" folder in the same location as the executable, and PKHeX will export a backup of every new save you load.