Generals not gaining experience

[Andreius Pretorianus]

I defeated with a general an army twice as big,and it s not the first time,and still he has 0 stars.Also altought he s a parthian,he has the tribune/king/dictator and another couple of roman titles !?!?And he s not the only one...

[Du Silence]

Can't speak for the titles, but the factors which determin "stars" are many.
Most noteworthy are such as Good Commander -/+, and those are gained by score, e.g. defeating an army twice your size (scoring a heroic victory), will add X points to the score, while the treshold might be X+1, meaning that he'll still need to earn 1 point, to hit the treshold and trigger the next level of Good Commander.
Also, be sure that he participates in the battles, aka, he gets some hits in at enemies that aren't routing.

There are of course also negative scores for Command Stars, which is probably the reason he seems to have no stars.
Such things as being lazy or a coward will affect it negatively. Check with those traits, and if he has a lot of negatives, he might be the better choice for governor or some such.
If you want your Faction Leader to be out on the fronts, and do a good job at it, you'll probably find it a good idea to check with your family tree and pick out the heir that has some potential for becoming a good general.

Look for traits such as Intelligent and Energetic, etc.
Avoid such things as Feeling Poorly/Given to Ill Health, Slow and prosicinator.

Furthermore, depending on what you do most of the time attack/defend/ambush/fighting at night, you'll gain bonuses to your command stars, which aren't shown, unless you're attacking/defending/ambushing/fighting at night