Criminal courts always apply only their own penal laws. See, e.g., The Antelope, 23 U.S. 66 (1825); Loucks v. Standard Oil Co., 120 N.E. 198 (N.Y. 1918) ("The courts of no country execute the penal laws of another."); Restatement (Conflict of Laws) (1934) § 427 ("no state will punish a violation of the criminal law of another state."). The cases are old, but the rule remains nearly absolute to this day.
If you are arrested (assuming it isn't on an international warrant followed by extradition to a different forum), then it is a criminal case and the laws of the arresting jurisdiction would be applied.
Choice of law applies only in civil cases.