You need to return the a valid .NET DateTime in your Data Entity.CreatedDate property. UTC is preferred. If you never set the value of that property in the DE, the Scribe core will keep sending the last value to your connector query (i.e. what you set in the UI).
Additionally, have your map process something while you're testing if you're not already - use the Scribe Labs - Tools connector to log a value if you need to :)
That format looks good. Ensure that if you choose "CreatedDate" on the Net-Change tab, but are using the "LastUpdatedDate" DateTime value, that you are setting the CreatedDate with the above DateTime value.