Thanks for explaining.
I had no idea it was replying each time I retry a level. How to I turn off replay completely?
There is no option for that, but a simple left-click at the start in empty level space goes out of replay mode as namida explained.
The replay mode is there to prevent you from having to execute the same parts again and again when you retry a level as often you want to only change certain parts in your attempt. If you want to totally scrap your attempt though just do that simple left-click at the start in empty level space and you are also good to go.
There is an option for not going into replay mode after a backwards-frameskip though as far as I recall.