Double-stepping allows you to take a full step without changing your leading side, covering twice the distance as push-slide. Double-stepping is an excellent way to close the distance, since it allows you to evade as you advance.
Double-stepping is an evasion, since the second step is a 7-3 movement. To protect yourself during the first step, use your forearms to shield your chest and head, but do not pull your hands in. Keep your hands fixed in space, and walk to them. By eliminating the need to pull your hands in, you remove one step from the process, which results in a faster technique. This also precludes the common mistake of advancing with extended hands, which would render you unable to defend or counterattack, since everything must come in before it can go out.
[Video of double stepping forwards and backwards.]
Practice double-stepping forwards and backwards (by reversing the directions).