Hi Alan,
Take a look at the long/ short balance curves for your strategies in EA studio.
You may find that they are strategies that have performed best taking short trades but not so well for long trades?
Also you could run a backtest in MT4 with visual mode turned on to see clearly where on that chart you are making your trades for each EA in order to get a better understanding of how things have been trading.
Good job on comparing your EA studio results with FXBlue.