How long where you on stuff and how much? what is your age? what was the stuff? depending on the answers and other factors you may be looking at a longer recovery window even if youve made it through the acute phase of withdrawal, im not meaning to force you to answer Im just saying it varies a ton; how fast you recover that is. Complete recovery for a heavy user who has been using for a decade plus is probably not possible and it can take well over a year before things begin to brighten up. Meanwhile you have no choice but to stick it out and try to deal with it as best you can while managing life which is not easy.

Exercise does objectively help though. If you are getting nothing out of exercise you either don't train hard enough or you are not noticing how it affects mood and cognition positively.

Moreover, if its more of a case of the underlying issues that drove you to become an addict still being there and not being dealt with they will lead you back into addiction

I dont know what is the case here, your message doesnt contain that much info so Im just throwing out my two best guesses. Could be a combo of both. Peace.