Your Agile board and the reporting of that board are tied to your filter. if removing issues from the Sprint causes the issues to be removed from the filter results, they will not appear in the reports.
If you are talking about Rolling Stories over from one sprint to the next, leave the issues in the sprint, when the sprint closes, these issues will be rolled over to the next sprint. if you look at the sprint field, you will notice that the issue has the previous sprints listed. If you remove issues from the sprint, the logged time and other attributes are not carried over when you close the sprint.
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