As briefly discussed here: https://www.construct.net/en/forum/construct-3/how-do-i-8/fix-rope-153619#forumPost1016519
Some of the main methods we have today to make trails are the following.
Generating sprites on the fly between 2 points (https://giphy.com/gifs/trail-construct-gkEVJghOmGruxXpmKD).
Making sprites follow other sprites like a rope (https://giphy.com/gifs/animation-trail-construct3-Te1GXFAKDBsqvtmiYg).
Making particles (https://giphy.com/gifs/trail-construct-WVAbzoctVIN5cnx8sK).
Making it through scripting and canvas (https://giphy.com/gifs/trail-construct-Q79dXlmDYc8EiSKeHB).
They are all useful in their own way, but the latter (4) can become the best looking and most performant implementation if done right. I believe it is also the one with the most customization potential.