Is it possible to capture data at full resolution and not just what is showing on the screen?

I wish to capture/record/save file 5 seconds of time vs voltage data for 4 channels. I wish to start the data capture when channel 1 exceeds 0.1V. Channel 1 is a PWM signal at 20kHz. Channels 2-4 are 20kHz as well. I am sending a PWM signal into a device (channel 1) and wish to record the response over 5 seconds for channels 2-4.
It seems all I have been able to record/save file is what is present or viewed on the oscilloscope screen. This means the x-axis (time) on the screen needs to be about 6 seconds. I capture/record that data in the "c-drive" onboard the scope. When I transfer it off the scope to my computer for post processing the resolution is just not there. The data is sampled at a very low sampling rate so all the details are lost. I expect 5 secs x 20000 data points/sec = 100000 data points per channel and the data is just not there. The square wave PWM signal is a course sinewave. When I change the time axis cover just a few microseconds the detail is there in the signals.
Is it possible to capture data at full resolution and not just what is showing on the screen? I need to capture about 5 to 6 seconds of all 4 channels at microsecond or better resolution. I have read and re-read the manual but it provides no guidance on this.

To better capture your signal, you can set the horizontal mode to manual and change the sample rate, scale, and record length to get a clear image of your whole signal. I have attached an image showing an example of a setup that might work for you. As you can see in the Horizontal badge, this setup gives you 6s on the screen. I also have set the trigger point all the way to the left side so that you will only see the response data. Let me know if you have any questions about this setup.