Its called Ghyll Scrambling in the Lake District and Gorge Walking / Canyoning everywhere else in the country. Ghyll Scrambling involves ascending/descending a ghyll.
It includes climbing waterfalls and jumping or sliding into pools of water. It is great fun and can be enjoyed by all ages and abilities.
The Lake District is renowned for rain and this activity is one of the only activities that is even better enjoyed in the rain, making it a ‘safe bet’ for a spell of unsettled weather.