In testing it has worked just fine in pockets but it just relies on being able to pick up a good GPS signal.
Currently the main full-screen app won’t continue running when the screen is off or another app comes to the foreground. A future improvement is to allow the app to continue running in the background when not in focus. For now you should switch to Window mode before pocketing the device so that the app continues to run.
Update: Since the last update both the free and Pro versions of the app now run in the background. Use with caution though, Android can still kill the app in the background if it needs to reclaim memory.