I inspected a few random image, CSS and JS resource files and all show a reasonably long cache-control header and nothing that would obviously be blocking caching.
The first time I loaded the page everything I inspected was a cache miss, but after loading a couple more times (with my browser cache disabled) I am seeing cache hits on nearly all items.
I suspect that everything is working fine, but perhaps you just don’t have enough traffic for the resources to be in the cache at the particular node that the diagnostic tool happens to hit? I ran the test again and many of your resources are now reporting a hit: https://tools.pingdom.com/#5a541a2dcb800000
The slowest part of the site (for me) is the Instagram images, followed by Google Fonts.