It sounds like you just don't know how to use horse archers to be honest. In my current Parthia playthrough i've been using armies consisting of 10 horse archers, 4 median cavalry and 5 eastern infantry and I've been winning engagements easily. Try splitting up your army into tiny groups and surrounding your enemy. Use your horse archers to pepper the enemy and if anything chases you use your median cavalry and infantry to flank them. Don't attack their army, attack their cohesion. Once the battle has become a broken mess you can easilly use your speed to out-pace your enemy and pick apart the enemy unit by unit. Hope this helps!