2/7/2021: Margin trading from Kraken is not supported for tax reporting by CryptoTrader.Tax at this time. Margin trading features are currently under development and will be available in the near future.
Login To Your Kraken Account
Click on the History link on the top of the page and then click the Export tab.
Select Trades from the type drop down, select your export date range, and finally click the Select All checkbox to generate your trade history file.
Kraken will give you a trades.zip file by default. Unzip that file so you have the .csv that is inside.
Navigate to the Kraken tab on CryptoTrader.Tax and drag the file CSV file you just unzipped into the blue box.