Ok, now that I've taken a look at your painting, I think I have an extra answer for your question. It's the difference in color between your light and dark, particularly in hue department.
Try sampling the colors in your pic in HSV/HSB mode. Whichever part it is, the trend is that the hue never change between the light and dark except on the hair. If you take random general-looking anime art with normal, fair lighting, with hopefully no colored back light, I bet you will find hue changes between the light and dark part of the same color. Most probably, it's the yellow(or orange)-light-blue(or purple)-shadow model (which is like the sunlight). Yellow color will shift to red on its shadow, red to purple, green to cyan, cyan to blue, purple may shift to blue or just stay purple with blue shift to purple instead depending on style.
You can try working on 30% grey background instead of white since it's easier to gauge the value that way. You can always pump the brightness later on if you change to white bg and find it too dark. Oh, and don't pump out the saturation that much.