“Bitch, I’m from Detroit” is the best possible response to that, even if they had a real gun they would’ve (or should’ve) relented after that response, lol.
It worked, another funny story, the last time I had a gun pulled on me it was a very real shot gun, in a very sketchy part of Detroit. My response, "Thank god the first time I had a gun pulled on me in Detroit was by someone Asian, I love representation and defying sterotypes!". They ended up buying me a schwarma and we had a laugh about it.