Strength: It increases damage when you punch, but there's no easy way to tell by how much, or what the base damage is.
Speed: You can increase it when you left click (punch). Or by flying or running while holding SHIFT
Defense: Your base hp is 100, and it goes up by the following pattern: +1 hp, +2 hp, +1 hp, +2 hp, etc.
Energy: Increases your energy bar by 1 every +500 energy in stats.