If you'd like to download all the possible order data to download on one sheet, it can be provided by going to CRM -->Export/Import--> Download Customers' Items.
This report exports every item that was added on to an order, what time it was added, who by, if there was a customer on the order, any item discounts applied, product price, quantity, tax, and final price paid. Please see the end of this article for an example.
Make sure "Include Orders Without Customers" is enabled to download the full list. Otherwise if you just want to focus on Customer orders, you can disable this checkbox.