For phonebook contacts and calendar events, you can export them to CSV files and import them back when needed. CSV export/import maintains the values of all applicable BitPim fields (no loss of information).
You can just save the contents of the BitPim data directory. Use Edit Settings to see where it is. Copy it back to do a restore.
For expert users only, you can also do a lower level backup and restore directly of the files on your phone. This requires using the filesystem view. Note that some files on your phone file system may be read-only and cannot be restored from a backup. Other files contain information specific to a particular phone and may cause unpredictable behavior when restored to a different phone.
BitPim Online Help built 17 January 2010