It wasn't necessarily wrong for you to move–but it was wrong (or at least unwise) for you to think that moving would solve all your problems.
In other words, when you moved, you simply took your problems with you. The reason (I suspect) is because your problems come from within you, not from the outside. For example, if you lacked inner peace where you used to live, you probably still lack it because you're still the same person inside that you always were. You can change your surroundings, and that may help for a while. But your heart hasn't changed, and eventually this will catch up with you.
What is the answer? My prayer is that you will turn to God and ask Jesus Christ to become the center of your life. God loves you, and He wants to come into your life and give you a new heart. He wants to take away the restlessness and unhappiness you sense right now, and replace them with His peace and joy.
Jesus said, "Peace I leave with you; my peace I give you" (John 14:27). Is this possible? Yes–as countless Christians can attest. By a simple prayer of faith ask Jesus to come into your life and give you His peace. You will never be disappointed in Him.