however, most of the police may not be able to solve internet crime.
FBI can do the job if you're living in America but if not try to search on what particular agency is assigned to receive these type of complains.
And also mate, don't underestimate the bravery and knowledge of police force. I do support their arm for controlling and reducing the crime rate and these such acts will be solved by them.
To my knowledge, it would depend on the nature of the crime per case, to determine what jurisdiction would investigate. If this was purely a cyber crime, then the above, or the SBI would be appropriate to contact. But if there is a violent component to the crime, say a bitcoin robbery or kidnapping, then the locale would have initial jurisdiction. Additionally, if there is say, drugs involved in the transaction, then other federal/state bodies could also participate in the investigation, even if not initially.
You are always the safest reporting first to your local police, in the place where the hacked device resides. They can help you escalate to the appropriate agency, or if they are lax, you can do this yourself