Hello Carlos,
Thanks for writing in!
If you want to deactivate X theme test a different theme, you will have to save all your settings. The best thing you can do is to use a backup plugin. This plugin should be able to allow you to revert back to the previous state of your WP site if ever you want to go back. Just make sure to create the backup before and after switching to a different theme.
You can save your theme option settings by going to X > Validation > Theme Options Manager. Download the XCS file to your local computer which would serve as your backup. You can re import this XCS file once you switch back to X theme.
You must also download the templates and presets by going to X > Template Manager.
If possible, you can also create a staging site instead. With staging site, you can test out any theme you want and can go back to X theme also. For best results, a combination of a backup plugin and a staging site would work perfectly for your situation.
Hope this helps.