While traipsing round the park today and listening to my mp3 player I was reminded of poor Don Quijote who - as we all know - went mad just because he read too much and slept too little. So Colin had a narrow escape!
Perhaps it’s not the best idea to have a physical and a mental activity in the same. I believe that one may cancel the other in a sense that you won’t be able to do either properly .
But separately they will without help each other . There’s a saying that goes like this:‘‘A healthy mind resides in a healthy body’’ though I’m not sure that this is the way natives use it .
Ad MADARA: The saying you refer to is originally Latin I think: mens sana in corpore sano. I’ve heard native speakers of English say “a sound mind in a healthy body”, but your version sounds also logical.
I don’t listen to my mp3 files for example while walking, running or doing chores. I simply feel distracted. But I like taking a long walk in fresh air, come back and get some work done. The intake of oxygen works wonders for my brain 
I think physical and mental excercise both need rest. If you study hard or excercise hard you need rest. If you passively listen to L2 or passively excercise ( walk, scratch you head) you can go on Forever without much fatigue. Simples