Either your service exe is dying or it got hung. Actually service has to respond to Service Controller in specific interval of time. If it doesn't update it's status, the Service Controller considers that it's not started and sets it's status back to 'Stopped'.
For reference, you can have a look at following articles.
Simple Windows Service Sample[
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A Windows Service Application[
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If you still not able to find out the problem, better to post the code snippet.
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