In order to export transaction history for EtherDelta follow these steps:
Go to this link: https://deltabalances.github.io/
In the left-side menu choose "Exchange History" ➝ "EtherDelta - ForkDelta"
Change "Operation types" to "Trades + Funds" and choose month of interest:
Download history for trades, withdrawals & deposits in default format
Repeat the 3rd and the 4th steps for all months you were trading in
Import each of the downloaded files to your Etherdelta wallet in Koinly