If you do this, you would destroy the value of the statistical tests that you performed on the backtest. You had a hypothesis that the strategy would make money, but the hypothesis was rejected. You cannot say "I will accept the hypothesis that the opposite strategy is successful"; no statistician would agree with this conclusion. In that case, you might as well test strategies at random and trade them in whatever direction (direct or opposite) they seem to work, but it would be an unsound procedure from a statistical point of view, with low chance of success in out of sample data. Some people do that, but I would not consider it valid statistical trading.
What you could do is formulate a new hypothesis, but that hypothesis cannot be accepted yet. It would need to be tested ON NEW DATA, not the data that you used in the backtest. Perhaps, you would monitor the market for a while and see how the opposite strategy does. At some point, you may have enough data to conclude that the opposite strategy works and you can trade it for real.