Using my FitBit Charge HR correctly?

I've had a Fitbit for a few months now, but it's only recently that I've started to do more exercise. Usually I keep my Fitbit out of exercise mode when exercising and then add it to MFP afterwards, but should I actually put my Fitbit into exercise mode as soon as I start exercising on the treadmill or elliptical?

It doesn't necessarily matter because at the moment I don't eat back my exercise calories, but I just want to track it properly!