What type of backtesting are you looking for? Option Workshop supports manually exporting data to excel.
We're haven't made the process of exporting data automatic yet, but its something we plan to do in the future
Also, we are working on the historical data (candlesstick charts). They are currently downloaded only when the user builds a chart, and the data is stored only in the program's memory.
But we are now designing several new features (HV and IV charts, probability density function overlay over risk profiles) and for this we are planning on storing the data locally.