Different creative assets (images, videos), different ad formats (lead ads, mobile app install cards), and different placements ( desktop, mobile) perform differently on each channel (Facebook, Twitter.)
With so many variables, it is appealing to create lots of tests with all the possible combinations. Does a Pinterest promoted app pin performs better than a Facebook mobile app ad?
There is another variable with a higher weight you should consider: the audience. If you take away the technological complexity of formats, devices, and channels, you are left with the two most important variables: creative and audience.
If your marketing sucks, it doesn’t matter if a mobile ad on Twitter works better than on Facebook. You need to define your audience and make sure you are telling a story (your creative) that resonates with them.
Refine your audience, and try different messages, see which combinations get you the best results, don’t worry about formats at first.
Then you can go to the next level and try creative types: does image or video works best for your brand? And then to the next level: does my audience respond better on Facebook and Twitter? And then to the next level…