Best way to store exercise data?

I would like to know the best way to store exercise data that has timeseries values for different sensors.

Currently, I am storing each session as an XML file and indexing certain values (like the distance, average pace, max/min/average HR) in a csv table. That means I can quickly search the csv table to find any session that is of interest for further analysis (I am interested in pattern-finding).

I am sure there is a more efficient way to store the data but am unsure what is best. Any ideas, please?

Thanks, Ed