With transaction backlog increasing, if you leave ethereum in Coinbase, you will be able, to trade without waiting for confirmations. This is the good part. The bad part, is that if Coinbase is hacked, then youll find it difficult to get your coins back. If you move them to your wallet, they will be safe, but then youll need increased transaction fees, to move them to coinbase to trade.
You can find out, what is suited better for you.