Lost is a series created by Almightygoomy, the creator of both the Skyward series and the Cube Fighters series.
The game is about a group of cyborgs who were locked away by a formerly good scientist named Prof. Seika, who was possessed by the evil darkness being known as Doom, using his supernatural Dark Hand, which can possess anyone it touches. This led to him neglecting the three cyborgs, which were created from various people, who he found unconscious on various different occasions. Also, all three of them were shown to be almost dead after studies, but he managed to save their lives by giving them robot parts. All three were sealed away after that situation. However though, one, who goes by the name of Heavy, managed to break out and decided to save his friends.