Well, it's a good sign that the water coming out when backwashing is some color......that means your removing stuff from the pool that doesn't need to be in there.
As FPM suspects, it may be precipitated iron or it could be something else. It's still good that the water is dirty.....the filter is doing it's job.
If you can post a full set of test results, we can probably help you identify what it is or, at least, help you make a better determination.