If you are gambling with cryptocurrencies then you should first create a wallet for your gambling website in Koinly, you can search for your website on the Add wallets page in Koinly and select the custom wallet option.
Once the wallet is added, simply import all your deposit/withdrawal history into it. You should also import your gambling wins/losses, just make sure to tag these as "realized P&L".
Example
Let's say you carried out these transactions on a website like Cryptobets:
Deposited 1 BTC
Lost 0.25 BTC
Won 0.50 BTC
Withdrew 1.25 BTC
The deposit and withdrawal would be imported just like a regular deposit/withdrawal transaction. The Lost transaction would be imported as a Withdrawal of 0.25 BTC but with the Realized loss tag. The Won transaction would be imported as a Deposit of 0.50 BTC but with the Realized profit tag.
How are gambling profits taxed?
This varies from country to country.
If gambling is tax-free in your country then you have two options:
Keep tagging the wins/losses as realized gains but make sure the "Treat futures gains as capital gains" setting is turned off (on the Settings page). Then you simply ignore the Gains from futures sections in your tax reports. However this wont work if you also had regular futures trades since the futures pnl gets mixed with the gambling pnl. To fix this you can use the second route:
Instead of using the Realized gain tags, you should tag the gambling losses as "Lost" (this will prevent gains on those transactions) and not use any tag at all for the deposits.
If gambling is taxed:
Make sure to tag all wins/losses as realized gain so you can see these separately on your tax reports. Depending on the Treat futures gains as capital gains setting, these gains may be included in your capital gains reports in which case there is no need to report anything separately. However, if this setting is disabled then you might have to report these gains as Income (check with your tax authority).
Where do I see my gambling wins/losses?
These will show up under "Gains from futures / margin trades" sections in your tax reports.