Soldier of Light

You play as Xain, the Soldier of Light, who must visit a number of invaded planets and wipe out the evil hordes that have attacked the human populations. The main bulk of the gameplay is a horizontally scrolling run and gun game, while some stages put you in an horizontal shoot ’em up scenario. You take control of Xain, who can jump or duck to avoid enemies and jump up to higher ledges. Lots of extra weaponry can be collected along the way, although this is lost when one of your five lives is lost. Each time you defeat a planet’s boss, you control Xain’s spaceship and have to go through a short horizontal shmup level, before selecting your next target planet.

Source: TheGamesDB