When a task status changes to In Progress, the Actual Start Date Field should fill in. If you go to this link and scroll down to: Make a calculation between two fields in a column, you should be able to pull that into a report column
https://one.workfront.com/s/document-item?bundleId=workfront-classic&topicId=Content%2FReports_and_D...
You'd want to calculate the difference between Entry Date and Actual Start Date for how long it was in New, then between Actual Start Date and Actual Completion Date for how long it was In Progress.