I press the button until the sleep mode appears. I hold it for 5 seconds until it stops flashing, but sleep data doesn't download. It works for steps, calories and all the others.
There are no special instructions for the device. The sleep data should transfer after following the procedure. However, try looking through menus, because it's possible for the setting to be configured differently which prevents sleep data from being transferred.
Secondly, download the user guide available for this device. You should see all the basic operations available for this device.
User Guide: https://www.kogan.com/media/files/usermanuals/KAACTTRBLKA-A.pdf