Set EnableSortingAndPagingCallbacks="true"
for your GridView
By default its set to false
Also in the code behind update your UpdatePanel
protected void gvPurchaseDetails_PageIndexChanging(object sender, GridViewPageEventArgs e)
{
gvPurchaseDetails.PageIndex = e.NewPageIndex;
DetailsGridBind();
yourUpdatePanelId.Update(); // add this line of code was well
}