@asotocuevas
By turning the power off to a Raspberry Pi (pulling to cord), you stand a good chance of corrupting the SD card. The Pi does not have an off switch. It must be shut down in software using the Linux command line. There are many hardware solutions on the market to provide safe shutdown of the Pi.
However, I use the software feature of Emulationstation in the Quit menu where you can select shutdown. Only then can you turn off the power.
https://retropie.org.uk/forum/topic/11476/turn-off-retropie-safely
Also, your power supply is not powerful enough, you really need at least 2.5A available.