Over Exaggerated Risk Adj. Returns with Futures Backtest

["sslack88" <jzzpiano88@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx>]

Whenever I run a futures backtest I am getting Over Exaggerated Net 
Risk Adjusted Return % and Risk Adjusted Return %.  This probably 
has something to do with the small margin requirement and a 
portfolio of $100,000+ dollars.  Has anyone else had this issue?  
How do you get around this with futures backtests?

Best,
Steve

P.S. - I am get percentages like 2,000% and 4,000%, etc.

Reference:

Exposure % - 'Market exposure of the trading system calculated on 
bar by bar basis. Sum of bar exposures divided by number of bars. 
Single bar exposure is the value of open positions divided by 
portfolio equity.

Net Risk Adjusted Return % - Net profit % divided by Exposure %

Risk Adjusted Return % - Annual return % divided by Exposure %