I have been experimenting with HA a while and have now reached a state, where I can go productive. Therefor I would like to purge all old recorded data. Thx ChatGPT it was easy to find out, how to purge old data, however it does not work. Under Dev-Tools > Services, I can select either the Recorder: Purge or Purge Entities service (see screenshot). However a green hook shows up almost immediately but obviously nothing happens. Dashboard keeps showing the old data, even after restarting HA. Any Idea, what I could make wrong?
Are you referring to statistics? The purge service removes data from history, but long-term statistics are stored separately. I don’t think you can get rid of them in bulk. There are several feature requests.
You may be able to remove some of them in Developer Tools | Statistics
I love that sentence 
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Stop HA, delete home-assistant_v2.db , restart HA
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Good to know!