Before developing a trading strategy, one should clean and preprocess his data set. It is very common that a data set contains huge number of duplicates.
Question: How does duplicate data affect backtesting?
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As clarified by you in the comments, I haven't come across duplicate tickers at least not in Bloomberg or the Indian exchange websites. Example of GOOG and GOOGL mentioned in the comment, represent Alphabet Inc Class C and Alphabet Inc Class A respectively. Class A shareholders enjoy voting rights whereas Class C shareholders don't (see here).
Hence there is a slight difference in their price series.
Ideally, if you are testing any system on both the price series, you should get similar results. The numbers won't be exactly the same but they will be similar.
It depends what you are doing: asset allocation, classifier/regression modelling, etc. In any case can shift the weights of the allocation, change the regressors, etc. Nevertheless, it belongs to the family of backtesting sampling bias.