To “set the bar” is a well-known saying in English which means to set specific standards or expectations. In this context the question “where do you set the bar?” means “what standard do you set for yourself?”, “what is your target?” or “what is your benchmark?”. Setting the bar high is associated with winners, challengers and trailblazers who push themselves to their limits to achieve their best. The use of the word “bar” in the context of a health magazine is also a play on words, as it alludes to the fact that you can literally set a gym bar with more weight, to push yourself more.