Welcome to the forums Marco!
In Tableau 8.1 they introduced two pass totals which I think is what you are looking for? If not let me know and well work the problem out.
Also, I would recommend reading the the following:
It's a three part series written by Zen Master Jonathan Drummey which shows different ways of customizing Grand Totals.
Thanks Gerardo, now is right.
But, why we need customize the Total?
Well Tableau behind the scenes does thing in a certain way. Sometimes what we expect doesn't happen, like you demonstrated, and we need to understand the why it does it. The link above tells the why it does it.