For a 1st release, this is very nice. 
Parallax seems fine.
Deltas are okay.
Animations a bit everywhere, good choice of elements and nice colors.
- Chars feel a little low on the ground. May just be me though.
- Only bug is the "magically appearing rocks". Go on the left of the stage and start walking to the right, you'll see the levitating rocks on the right appearing all of a sudden each time. It's a Mugen bug, but it can be fixed by realigning sprites. Either move the rock sprites in your SFF to the left (or right, I'm not sure anymore), or create the animations in the DEF file by giving a X-offset to the elements. That's what I did for example in my CastleVanilla stage, for the bats, by applying a 200 pixel X-offset :
[Begin action 3]
4,0, 200,0, 7,H
4,1, 200,0, 7,H
4,2, 200,0, 7,H
4,3, 200,0, 7,H
Overall, good job. 
