sort datagridview on column header click

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C#

DataGridView

I put as datasource to a datagridview a List< TestUtilizator >

class TestUtilizator
    {
        public string NumeTest { get; set; }
        public DateTime data { get; set; }
        public int punctaj { get; set; }

        public TestUtilizator() { }
        public TestUtilizator(string NumeTest, DateTime data, int punctaj)
        {
            this.NumeTest=NumeTest;
            this.data=data;
            this.punctaj=punctaj;

        }

I have set all columns sortmode to Automatic:

foreach (DataGridViewColumn column in dataGridView1.Columns)
           {
               dataGridView1.Columns[column.Name].SortMode = DataGridViewColumnSortMode.Automatic;
           }

But when I click on the header of the column, it doesn't do anything. It should sort my data ascending or descending



Do I have to do more settings for this to work?
Thank you!