You should at least backwash it out before you close it down. This ensures that all the debris and old DE is out of the filter. If you want to have the filter "acid washed", that’s usually something you do at the pool opening. You don’t want to have the filter cleaned and then have it sit for the next six months with acid residue in it. Most people want to have it cleaned out right before they start up the pool in the spring. It is best to wait until then.