It looks different now:
2015-11-17 19:32:26,251 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Running command: RUN
2015-11-17 19:32:26,251 DEBUG [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] - Changing directory: Export/windows/cpp/bin/
2015-11-17 19:32:26,252 DEBUG [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] - Running command: Cosmo True.exe -verbose -livereload
2015-11-17 19:32:28,030 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:194: Stage Width: 1920
2015-11-17 19:32:28,030 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:195: Stage Height: 1080
2015-11-17 19:32:28,030 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:196: Screen Width: 1600
2015-11-17 19:32:28,030 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:197: Screen Height: 900
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.io.write.resource.HXWriter: Finished: Building for Standalone (windows)
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:198: Screen DPI: 96
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:365: Theoretical Scale: 1
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:377: Max Scale: 4
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:378: Engine Scale: 1x
2015-11-17 19:32:28,031 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:400: Algorithm: Stretch to Fit
2015-11-17 19:32:28,032 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:732: Scale X: 0.833333333333333
2015-11-17 19:32:28,032 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Universal.hx:733: Scale Y: 0.833333333333333
2015-11-17 19:32:35,052 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Data.hx:324: Load Atlas: 2
2015-11-17 19:32:35,052 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Data.hx:324: Load Atlas: 0
2015-11-17 19:32:35,053 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Data.hx:324: Load Atlas: 3
2015-11-17 19:32:35,053 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Data.hx:324: Load Atlas: 1
2015-11-17 19:32:35,054 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Script.hx:3582: Loaded Save: mySave
2015-11-17 19:35:11,760 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Engine.hx:1709: Switching to scene 7
2015-11-17 19:35:44,194 INFO [Thread-13] stencyl.sw.util.StreamGobbler: [haxelib.exe] Engine.hx:1709: Switching to scene 0
2015-11-17 19:36:11,483 DEBUG [pool-1-thread-1] stencyl.sw.util.Util: Process 'haxelib.exe' exited with code: 1
2015-11-17 19:36:11,483 ERROR [pool-1-thread-1] stencyl.sw.io.write.resource.HXWriter: Failed: Running Standalone (windows). (Return code: 1)
It seems to be building the game successfully, but than crashes after switching scenes.
You can try testing the game in Flash, that might show an error instead of crashing.