If you got a new phone you'll have to install GrapheneOS on the new phone. You can't transfer GrapheneOS and data from one phone to another. A backup and restore only includes the user data, not the operating system.
You can try to use Seedvault to back up your old phone then restore to your new phone, but it's been reported that Seedvault restores don't always work. Be sure to hold on to your old phone and be ready to transfer data manually if necessary.