Exercise induced protein in the urine (proteinuria) is also known as orthostatic proteinuria. If the protein disappears from your urine with rest and after sleeping all night, then this is likely normal. Some children have this finding and grow out of it, however, if your have persistent protein in the urine after being supine and resting, this is should be further investigated by your physician. I suggest that you have a urine protein test (not a dipstick, but rather a test of urine protein to creatinine ratio) done after you empty your bladder before going to bed and then provide a sample of urine for testing on arising in the morning. If this test is normal, then I don’t believe this is a serious problem. I suggest further consultation with your physician.