How to record real-time adjustments to Alchemy Synth Parameters?

Please excuse my lack of technical language / jargon knowledge. What I am trying to do is record some tracks on a midi synthesizer using Alchemy where I am adjusting the knobs in the Alchemy synthesizer while recording to alter the sound while I record. For example, on one of them I am playing a note on the keyboard, and using my mouse to drag between the 8 preset rectangles in the perform tab, thus adjusting delay, resonance etc while I play. On another track, I have a synth sound using all four of the sound sources available, and while recording, I want just one of the sound sources to increase in volume while I hold a note down.

When I record the tracks and do what I described above, it sounds great. But upon playback, the adjustments I made in real time are not displayed in the recording - the played back recording just uses the final settings of the synth when I end the recording.

Can anyone help me with this? And maybe even tell me in technical terms what the question I am trying to ask is!?! Might have even found an answer online somewhere already If I knew what I was supposed to be searching.

Thanks.