Quick command in SSH to make a complete backup of your database :

mysqldump --user=UTILISATEUR --password=MOT_DE_PASSE --host=SERVEUR NOM_DE_LA_BASE > /sauvegarde.sql

Of course, you will replace USER with your MySQL login ID, PASSWORD with the password, SERVER with the name of your MySQL server (localhost for example) and finally DATABASE_NAME with the name of the database you wish to back up.

The database will be backed up in a file backup.sql at the root of your server, feel free to use it!

To import the dump :

mysql --user=UTILISATEUR --password=MOT_DE_PASSE --host=SERVEUR NOM_DE_LA_BASE < sauvegarde.sql