How old is it/ how long have you had it? The more info you give the better we can help!
Looks like its tail is VERY skinny, I would suggest offering some waxworms in addition to all it can eat. Does it enjoy crickets? Everything is gutloaded and dusted, yes?
What is that substrate? That bothers me as it looks like the pieces are small enough to get caught and ingested with prey items or even when shedding. Is it possible it has eaten some? That could be a huge problem. Switch to paper towels, at least temporarily, to monitor its poop. Then you can consider other options, but we only use PTs.
If you have had the gecko for at least a month and it hasn't put on any weight or even lost some then a trip to the vet to check for parasites is in order. Typically, that is usually the problem. Think about it this way: if the gecko is eating a lot of food but not putting on weight, that food is going somewhere and most likely feeding something else inside the poor thing.
Are you in MN (guessed from the name)? I can suggest an excellent vet clinic I know of there.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock