for loops in Python always go forward. If you want to be able to move backwards, you must use a different mechanism, such as while:
i = 0
while i < 5:
print(i)
if condition:
i=i-1
i += 1
Or even better:
i = 0
while i < 5:
print(i)
if condition:
do_something()
# don't increment here, so we stay on the same value for i
else:
# only increment in the case where we're not "moving backwards"
i += 1