Hello Vladimir and welcome to the community!
Custom backup report is going to be release in upcoming product version later this year.
So far the best way to achieve your goal is to use Protected VMs
report to get info about VM / protected(unprotected), last backup date.last backup size
is a tricky parameter since it can be defined only if the VM is a sole in the job or per-VM backup chaining is used, otherwise due to inline deduplication exact VM backup size can not be determined.VM size
is not really a backup parameter, but along with last backup size it can be found in Backup Jobs Historical Information
If you want all the data in the same report, you can use report builder