After backtesting, I usually check the "performance" panel. The "total exposure" number should be roughly the sum of "long exposure" and "short exposure". For example, one of my backtesting gave me below numbers:

Exposure/long exposure/ short exposure.
52.96% 25.44% 28.79%

These numbers make sense.

However, sometimes I get quite strange result like:
Exposure/long exposure/ short exposure.
75.87% 58.76% 52.88%
71.64% 52.05% 47.97%

The sum of long exposure and short exposure is much larger than the "total exposure". Why that?

Based on my observation, the "total exposure" sounds right, but why the sum of "long" and "short" is much larger than that?

I suspect some unincluded trades (e.g. due to insufficient capital) are also counted in the "long exposure" or "short exposure". Is that right?

Are you using margin? Some symbol might be (defined as) a Futures?