Hi Nilesh,
This could mean that the query you use for your MDR doesn't return any value, because the action is executed for each instance from the query result. You should be able to check in the application log, General tab, how many instance were included. If there is 0, then you need to check the data in the custom bo for which you created the MDR and also the parameters you use when you created the run.
Best Regards,
Codruta