What I meant, is that the state with the Raycast, doesn't goes to the next state when the Raycast hits an object when the bullet is too fast. So yes, the bullet still goes through the object. But when I changed the Fixed Timestep from 0.02 to 0.001, it works fine.
On my Raycast I store Did Hit in a bool variable and use Bool Test and send an event if it's true. And in Layer Mask, I use the Layer Default.