That is a very good question, At the moment the API doesn’t support filtering by date so you would need to handle that in your script which as you have noticed can result in a lot of data to go through.
I am goign to convert this to a feature request as I suspect other users may find this useful in the future and might want to vote on it.
There is a trick to it though if you just want everything.
You can reverse engineer the cookie the API has for the next page. and make it stop when u got everything you need.
You will get newest executions first so you just need to let it run untill you got everything till the point where u were before. Be aware of unfinished workflows and such.