Here is what I have in the stock TestPBRLighting where I just disabled the ToneMappingFilter for comparison.
Looks good to me.
@javasabr the things to check : Make sure the hdr Image is in LINEAR color space. Normally the HDRLoader does that for you.
You shoudl have a warning in the log: " The texture Textures/Sky/RoofTop.hdr has linear color space, but the material parameter Texture specifies no color space requirement, this may lead to unexpected behavior.
Check if the image was not set to another material parameter with a linear color space, or that you did not set the ColorSpace to Linear using texture.getImage.setColorSpace()."
IT's perfectly fine to ignore it because in that case This image is in Linear space on purpose.