i don't have a djx
but i have done the same thing with cubase and other synths
first thing is to get the two synchronized
one has to be midi master the other midi slave
in cubase setup the "Synchronization" menu
send the mtc and midi clock out the midi to the djx
tell the djx to run off the external clock
(i dont know how you do this)

now the patterns should be recorded correctly

trevor