The target should always be to reflect all transactions you made in Cointracking as well, whether they occur on your exchange accounts or in your wallets.
The most common transactions sequence is as follows - consisting of 5 separate transactions:
1. Withdrawal Wallet (Transfer) - "exchange name" = e.g. LedgerAccount1
2. Deposit Exchange (Transfer) - "exchange name" = e.g. BinanceAccount1
3. Trade Exchange (buy/sell) - "exchange name" = e.g. BinanceAccount1
4. Withdrawal Exchange (Transfer) - "exchange name" = e.g. BinanceAccount1
5. Deposit wallet (Transfer) "exchange name" = e.g. LedgerAccount1
We do offer a Multiwallet import which automatically imports all transactions for several currencies. So you can add your Wallet Address there to import your transactions.
For other wallets or not supported coins you can enter the transactions either manually on the "Enter Coins" page, with the "Excel Import", or with the "Custom Exchange Import". Both are very flexible and customizable and data can be uploaded in bulk.
We recommend this article, if you are using a hardware wallet: Hardware Wallets in General
In case of the Ledger we support several options which are outlined in: Import from Ledger Wallet Nano S.