I tried it again and I think I know what's happening. Something seems to be eating my double jump. Sometimes I have acces to it, and then other times it feels like I can't actually do the Double Jump. That's what messing everything up.
Yeah I found the CRT setting. I wouldn't have called it screen but rather effect but whatever, it works.
For now I always played on arcade with only one hit but it still feels to easy. I think part of the problem is that enemies just kind of wait for you to get closer instead of beeing pro-active in their attacks.