I tried to export the transaction history and yeah it doesn't include the "capital gains".
It seems it's not supported yet.
I already tried to search for solution and how to export "capital gains" but I can't find any solution on how to export them or how to include them.
It seems that you need 3rd party software if you want to see the capital gains.
Try cointracking.info they recently added this new feature(capital gains) just import the transaction history in CSV file that you exported from your Electrum and it will show you reports that includes "capital gains".
Look at this demo as sample:
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https://cointracking.info/tax/report.php
