Your description reminds me of Seiklus. Ever heard of it? Its an old freeware platformer heavily focused on exploration.
As someone who likes to fiddle around with crappy engines and pretend to be an indie game developer, I have my two cents. I like your sprites but hate your sound effects. Chiptunes are so overused amongst indie games that I literally cringe when i hear them, despite how well it fits a style. Did you use a program like sfxr to generate them? The way the ground curves is a really nice effect. I didn't see very much use of particles at all, which I think is a good polish for a retro style. Simple crap like tiny specks of dirt flying up when you run/land on ground and slight explosions when you grab those coins/stars/shurikens could work well. The background work is great, definitely as an exploration mood to it.
I think you just didn't want to spend hours drawing dudes like you do for drawing your scantily clad women.