If you lose, your score will be reset to 0. So you will need to do this achievement without dying, but you can pause, save and continue as many times as you like.
The Achievement will unlock when you reach the end level screen that tallies up your points. Doing big combos and using your SUPA weapon will get you points quick so use you SUPA weapon as soon as possible if you are not afraid of needing it to take you out of a difficult situation. Use a character with a SUPA weapon completely improved (the weapon's capabilities increase over time and become maxed out once you complete level 32) .
Note that the difficulty of levels stops increasing after level 32 so if you can do level 32 easily enough you can keep going until you've got this one.