If I "Set up as new iPhone", don't I lose all my saved games and app data?

[alldat]

I just did a restore and am now at the part where I choose new iPhone or restore from backup. If I'm going to lose all app data then I'm just going to restore from a back up.

Thanks.

 

[ebika]

If you set up as a new phone you lose all your saved data.

 

[alldat]

Ahhh piss.

I wanted to do a fresh install, but not if I lose my data.