Generally we want zero Ambiguous Bars because, depending on the strategy, sometimes even a smaller number of Ambiguous Bars leads to a big difference between the different interpolation methods.

The backtesting algorithm is designed produce lower output profit (provided that you use the Pessimistic method) and in most of the cases if a strategy shows a good backtest, it is reliable enough to be traded. However, it is possible to find a strategy that exploits the particular interpolation method in order to show an overestimated result. We detect such cases with the help of the Comparator.