Right-click on the Chart (onscreen or in the Project Organizer) to go to Chart Properties, then select the Sampling tab.
There's a section where you can select the trend's limit on the number of data points.
You can select an absolute number of samples, or a time period, or just choose to fill up your hard drive.
That's probably what's going on; four Pens at 3 ms sample rate would accumulate 1333 records per second, so it would exceed the default 200,000 record limit in 2 1/2 minutes.