You can drop the frames until you reach the point where you want to be. This isn’t exactly stepping backwards, but it is quite similar in a lot of respects.
Though as the comments mention below, this will not revert the global state of your application — which isn’t a huge concern if you’re developing stateless services, but could be if you’re developing swing applications (if anyone actually does that any more).
On the debugger toolbar it looks like this: 
. In Idea 2016.3 the drop-frame icon changed to look like this 
, and since 2019.3 it changed to look like this 
.
Full documentation is available here: IntelliJ Debugger Docs, and there is a StackOverflow Drop Frame Question, with a few useful answers