The adverse effects depend on the amount of cannabis and tobacco reaching your body and brain and the time taken for the same. Not using a filter increases your exposure to the harmful components in smoke, known for causing cancer. The technique you are using ensures a fast delivery of a high amount of cannabis and tobacco to your brain, giving you a bigger high than other techniques. Exposure to high amounts of cannabis increases your risk of developing psychosis
later in life, which is a well-known and well-researched fact.