I'm not sure to understand the rule "You must finish every level". Does that mean "finish the levels on each island at least once" ?

Hey, that is a great question, thank you for asking. So in the course of the game you automatically visit every island in the game and the rule "You must finish every level" just means, that you have to complete the small jump and run section from each island (Which counts when you leave the section to the right and get teleported back to the beginning). I hope that I could answer your question and I am looking forward to your potential run.