How you treat lost or stolen coins depends on your local regulations. Usually there are two methods that we recommend:
Method 1: Sell for 0 return and realize a loss
Say you lost 1 ETH, you would enter this as a "Sell" transaction at 0 price so your proceeds are 0.00 and this transaction would add to your losses.
Method 2: Sell for current market value
Again, say you lost 1 ETH on June 1st, you would enter this as a "Sell" transaction at the price of the ETH when it was stolen on June 1st.