Why is the wallpaper on my iphone not changing?

It just stays on wallpaper setting screen. I have tryed everything like resetting it finding a way on cydia but nothing

It's most likely because of a Cydia wallpaper app you've been using.
I had the same problem with my iPad after having used wallpaper (allows for live wallpapers) the only way I could solve the problem was to restore my iPad to iOS in iTunes.