What is considered late entry when using ADX/DMI/PSAR

I am using ADX/DMI/PSAR as my indicator, all are on default settings except PSAR(I am using Lucid Sar calculation) and my threshold/keylevel for ADX is 25. Been backtesting the strategy, I enter a trade when the ADX is above 25, DI crosses, and PSAR placement. Most of the time I noticed that DI cross and PSAR reversal happened a couple of bars before the ADX get past the 25 threshold and upon entering a trade, the trend is on the verge of going to the opposite direction leading to cut loss. Is it really not profitable when I follow these rules strictly?