LOL if you are training with someone who encourages, or even lets you train on leash then HECK YA quit and find someone else
You physically can't teach the skills a dog needs if they are on leash. A leash that long would really get in the way. And even if the leash isn't physically slowing the dog down, you will be training the dog to stay too close to you. A fast dog won't be near you (unless you are a top sprinter..and even then) I guess it depends on your goals. If you don't care if your dog is ever good at it, or if you learn how to handle your dog. But NO TRAINER (and I mean NO TRAINER) who produces fast dogs, and successful students will allow a dog on equip without basic control and foundation skills.
Speed alone doesn't make a good agility dog (oh and Ado's Petie is one of the fastest agility dogs I have ever seen, which is impressive as he is mini dog) you need speed and control. But you know what is the hardest to get back if you loose it? Speed. That is one of the main reasons aversives aren't used in agility training. Even some of my friends who do use aversives when training obed, don't in agility as it slows the dog down. Kaiden, who when I started I used aversives, is by far my slowest agility dog. Do you know how frustrating it is to run clean on a masters course, but be 1-2 seconds over time, over and over again?
Most people train agility a couple of times a week. I have my own equip, so I might go up 3-4 times a week and work a dog for 5-8 min. Longer only slows them down. The lower the drive of the dog, the lest time you spend 'training'
A stress agility course bears little, if not no, relation to real agility.