Copy and paste this code in you functions.php file in you active theme. Please follow the template structure so that it will not destroy filter form layout.

function wpcfe_date_format_callback( $default_format ){

	/*
	 *  Default format is 'yyyy-mm-dd';
	 */

    $default_format = 'dd-mm-yyyy';
    return $default_format;

}
add_filter( 'wpcfe_date_format', 'wpcfe_date_format_callback', 10 );