@pmfiorini, there's really no way to answer your question when you provide no details of your formula and no details of the performance decrease. Perhaps applying your rules to shorter time intervals decreases overall exposure which often leads to lower CAR. Or perhaps the shorter time intervals lead you to exit trades too quickly, decreasing your gain per trade. Or perhaps it's one of dozens of other possible explanations.
You really just need to spend some time with the trade lists and backtest report metrics from each timeframe that you would be willing and able to trade in real time. For example, there's no point in testing 15s bars if you don't intend to fully automate your strategy. Find the underlying reasons for the performance differences, and that should give you some direction on which timeframe to trade and possibly ways to modify the strategy to work better in different timeframes.