Hi @JP Feve !
There isn't a way to create custom reports in Opsgenie at this time, although we do have some enhancements to reporting that will be coming in the next few quarters, so this may be possible in the future!
You can export your alert data via Analytics -> Alert Reports -> Alert Analytics/
Then query for whichever alerts you want to export, click on the top-left chart Alerts Created -> Show Alerts Detailed
And from there you can Download Results
Hope this helps!