Hello and welcome to the forum.
What you're searching for is CONTRAST:
Darken the shadows, essentially. Also tinting the shadows will increase the chromatic contrast (a bluer blue contrasts more with a greener blue than if they were both the same blue, for example).
Skin seems a little too yellow and saturated to me.
I recommend working on a mid-grey (or otherwise neutral, mid-range tone) canvas as it allows you to read colours and contrast much, much easier.
Something to note is that many of those fighting games have a pixel technique that is more suited to CRT screens than modern LCD screens. This translates into many pixel clusters looking really harsh or noisy. For this reason, it may not be the best choice to emulate the style too rigorously.
Also, this forum has a built in zoom feature (left click on image to zoom in, shift-click to zoom out), so it's unnecessary to post work at 2x magnification.