I made a capacitor, but it stops working every few minutes?

I made a high voltage capacitor out of aluminum foil and trash bags. I wanted to go all out so I cut the bags on the sides to open them up height wise, so they're twice as long. I unrolled two rows of aluminum foil slightly overlapping, put on another bag, and another layer of foil. I left about 1.5 inches of bag overlapping the foil, so they definitely don't touch. I put leads on each plate. Then I folded it up several times and compressed it to give it higher capacitance. The first time I tested it, it measured 4μF.. yes, micro farads. I charged it up with a high voltage supply and it worked great. Sometimes it gives a pop when it gets so charged that it arcs through the plastic. I'm wondering if that's bad, because after messing around with it for a minute or so it stops working. I measure it, and it has no capacitance. Then I unfold it a bit, re fold it, and it's back to normal, until I use it for a while again, and it stops working again, etc I know it's not because the plates are touching, like I said, I made sure it has a good overlap.