Alexa... oi! Alexa is to real statistics what KFC taste tests are to real food research. Point is, no one ever wanted a "double down" sandwhich, and the only stats Alexa gets are from the bottom 10% of internet users stupid enough to install the Alexa spyware on their computers.
Point is, don't worry too much what Alexa says about your site. But yeah, odds are that it's all spammers linking to you as a place to spam. :-)