This film came out right before Harold Lloyd's career accelerated to super-stardom. While his persona is closer to the nice "everyman" he played throughout the twenties (looking like him and acting like him at times), the style of humor is still grounded very much in the slapstick past as Lloyd ultimately resorts to standard punching, kicking and acrobatics to defeat an evil band of Cossacks--later, he might have done SOME of this but would have used him brains more to gain the upper hand.
Historically speaking, the film is also very important. Most people have forgotten about an interesting part of Russian and Western history. After WWI, Allied and Central Power armies briefly occupied parts of Russia during the Revolution and this appears to be the setting for the film. As far as I know, this is the only comedy set in this time and place--something very unusual for the era.