This is so great! Can't wait to see all the artwork of the characters that you can unlock!
Got so many favourites already! Barry, Nick and Roger ;P
Some feedback:
For Keyboard controls, can you change the Escape key to something else?
It automatically cancels the Fullscreen mode when you press it to enter the menu.
Maybe something like X for the menu, C for cancel and V as alternative to enter?
Gameplay wise, if you enter the training room at the end, there is no way to lose to the red demon anymore, as he will always deal 0 damage when you are level 5. Maybe make the training room enemies scale or add a surrender option during battle.
A nice to have: Gallery for all the different demon pictures you unlock during battle (defeat / win), similar to the Peoples tab in the menu.