Replace plot(p) with:
plot(XAxis, p, 'Color', [0.5 0.5 0.5])
You can write any number between 0 and 1 instead of 0.5, as long as all three numbers are the same, the line will be gray. Smaller numbers will give you a darger grey, larger numbers will give you a lighter grey, [1 1 1] will give you white.
If you don't have data for XAxis, you can write
plot(1:length(p), p, 'Color', [0.5 0.5 0.5])
If you want a range of different tones of gray, you can use:
set(gca, 'ColorOrder', colormap(gray(6)))
Here, I chose 6 because you have 5 lines. Set the number to be 1 more than the number of lines you want to plot (or else the last line will be white and you will not be able to see it).
To add text inside the plot, you can use the Tool Bar: