I just tried plugging the cable and shortening the directions/fire pin of the DB9 connectors with their grounds.
The joytest detects movement, but its everything wrong. There are 2 different joysticks being detected on different pins of the same connector.
Still it makes no sense that the joystick has zero response.
EDIT: Well, went ahead and tested every pin of my parallel port, everything works as the scheme on the PDF file
I guess there's something wrong with the cable, but the continuity tests are all correct.