Undoubtedly what your cousin is doing to you is clearly haraam and a great evil, because that is only permissible with a wife with whom Allaah has permitted intimacy.
What you must do is to denounce that and refuse, and do not be a partner in the sin. A man usually cannot do that except with the consent of the woman.
You should note that a male cousin is a stranger to you, like any other non-mahram. It is not permissible for him to be alone with you or for you to uncover any part of your body in front of him. He is enjoined to lower his gaze and refrain from looking at you, and you are enjoined to do likewise.
A person who transgresses the sacred limits set by Allaah must be rebuked and spoken to harshly, and you should threaten to tell your family and his.
If he tries to grab hold of you, you must push him back and run away from him.
Beware of taking the matter lightly or being soft in the way in which you deal with him, for the Shaytaan may make this sin attractive to you and you may agree to it, in which case you would become subject to the wrath and punishment of Allaah.
Unfortunately many people are careless about protecting their daughters and sons, and they make it too easy for them to fall into this kind of sin, especially with regard to cousins, because they are ignorant of the obligation to be covered in front of them, or because their faith and protective jealousy is weak. Allaah is the One Whose help we seek.
You have to repent to Allaah from this haraam action; simply regretting it is not enough. Rather you must repent sincerely from committing sin and resolve not to go back to it.
You must also avoid the reasons that may lead you to commit this haraam action, such as being alone with your cousin, shaking hands with him, meeting him and talking to him. You must avoid him completely, so as to ward off evil and prevent immorality, and close the door to fitnah and sin.
Allaah forgives those who repent, give up their sin and turn to Him.
And Allaah knows best.