А вот, от добрых людей, сильно упрощенное ))
Код:
declare @path varchar(100) = 'X:\BACKUPS\MyDB\MyDB_backup_' + format(getdate(), 'yyyy\_MM\_dd\_HH\_mm\_ss\_fff') + '.bak'
BACKUP DATABASE [MyDB] TO DISK = @path
WITH COMPRESSION, NOFORMAT, INIT, SKIP, NOREWIND, NOUNLOAD, STATS = 10, CHECKSUM
