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Our Jenkins setup has a lot of cool features and configuration.
It has ‘project-based security’, it has parametrized projects, multiple source code management blocks per project and fairly extensive tests implemented with several build steps.
Of course, we do not want to lose them, so we make backups often.
The commands we use for the backup are the following.

jenkins_folder="/var/lib/jenkins/";
 backup_folder="$HOME/jenkins/`date +%F`";
 mkdir -p "$backup_folder";
 (cd "$jenkins_folder"/jobs/; find . -mindepth 3 -type d -regex '.*/[0-9]*$' -print) | sed 's|./|jobs/|' | sudo rsync --archive --exclude 'workspace/*' --exclude-from=- "$jenkins_folder" "$backup_folder";

Explanation of commands:

• In backup_folder="$HOME/jenkins/`date +%F`"; we used the $HOME variable instead of the tilde ~ as this would create a folder in the current directory called ~ instead of creating a new folder called jenkins in the home directory.
• mkdir -p "$backup_folder"; instructs mkdir to create all parent folders needed to create our destination folder.
• (cd "$jenkins_folder"/jobs/; find . -mindepth 3 -type d -regex '.*/[0-9]*$' -print) navigates to the directory of jenkins before performing the search, this way the result file names will be relative to the installation location which we need later to pass to rsync.
  Then we search for all folders which their name is numeric and they at least on depth 3. We filter by depth as well to avoid matching folders directly in the jobs folder.
• sed 's|./|jobs/|' replaces the prefix ./ with jobs/ to match the relative path from where rsync will work from
• sudo rsync --archive --exclude 'workspace/*' --exclude-from=- "$jenkins_folder" "$backup_folder"; it will copy everything from $jenkins_folder to the folder $backup_folder while excluding the data in workspace and the folders matched from find (the job build folders).
  --exclude-from=- instructs rsync to read from stdin the list of files to exclude.