There seems to be no preloader. Newgrounds lets authors download and use their preloaders for free if you can't write one yourself.
The resolution of your game is HUGE, but yet the help texts are so tiny that they are barely noticeable when a player starts the game for the first time. The next few tries he has to focus on the 'new' help text and will most probably die while reading them. Why didn't you just add an "Instructions" button to the menu? You could have easily fitted all those texts on a single screenshot of the game.
There is no indication that your gun needs ammunition. "This is your energy indicator" is open to interpretation - especially since the ammunition is mounted to the lifebar...
Having the 'jump' and 'shoot' buttons on different far ends of the screen means nobody will use the option to click. I'm guessing you have a reason like android application or something, but for a flash game, I don't really see it.
In some other countries the "Z" and "X" keys are not right beside each other. An option to configure the controls would have been nice. (And No: I wouldn't want to use mouse AND keyboard for a game that utilizes only two buttons...)
The player doesn't get any information about the 'other' upgrades (gained from running a certain distance) actually do or that he could get upgrades by covering a certain distance. The screen is HUGE: Why didn't you fill in some headlines and informative texts?
You could have included a highscore board. Newgrounds lets authors use their highscore servers for free.
You forgot to include your story from the author comments in the game itself. Speaking about the story: It seems rather short and you should think about expanding it. Maybe explain where the machines came from or why the character can't stop running...
During gameplay the character isn't recognizable as female (having a ponytail and no beard doesn't make someone female) and there seems to be no screen where the player could have a good look at her face. Thus, describing the character as a "sexy female clone" in the author comments seems like a huge exaggeration.
I needed just a few lousy minutes to make all these observations. I'm guessing making this game took you several days. You should really pay more thought to creating games.
I found no bugs in the gameplay or controls themselves, so that's a plus.
In summary, 'Sci-Fi Runner' is a 'Canabalt' clone where the player can shoot robots and earn upgrades. It has okay controls, average mechanics, decent graphics, a poor tutorial and offers only little long-term motivation. I wouldn't play his again and wouldn't recommend it even to hardcore fans of the genre.