The Lagrangian test can measure the shock initiation process of explosives for different incident shock pressures. The manganin gauges record pressure histories for several DNAN‐based melt‐cast explosives. The encapsulation of the gauges results in three types of characteristic signals: (1) a step signal on the low‐pressure shock front, (2) a flatten Von Neuman's (VN's) spike on the high‐pressure shock front, and (3) a V‐shape signal behind the shock front. To reveal the mechanism underlying these characteristic signals, a one‐dimensional Lagrangian hydrocode, was used to simulate the propagation of a sustained shock in both ideal and non‐ideal systems. The simulation results show that the impedance mismatch between encapsulation material and explosives is the main reason for the three characteristic signals. The calibration of shock initiation model should take the encapsulation material into account so as to determine shock initiation model parameters accurately.