Jason Brimhall shows us how to back up Extended Events sessions using Powershell:
Quite some time ago, I shared a few articles that peeled back the top layer of how to use PowerShell (PoSh) with Extended Events (XEvents). Among those articles, I showed how to retrieve the metadata, predicates and actions, and targets (to mention a few). Those are prime examples of articles showing some of the basics, which means there is plenty of room for some deeper dive articles involving both PoSh and XEvents. One topic that can help us bridge to the deeper end of the XEvents pool is how to generate scripts for our XEvent Sessions.
In this article, I will venture to show how to generate good backup scripts of our sessions using PoSh. That said, there are some caveats to using PoSh to generate these scripts and I will share those as well.
Read the whole thing, especially because there is one doozy of a caveat at the end.