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What we have hear is a classic rivalry between two opposing schools of though in classical warfare.
In one hand you have the Roman Legions: a heavy infantry base army with minimal missile and cavalry support. Their main method of attack is to close with the enemy and win through sheer discipline, flexibility, and technological edge of the tower sheild and short sword. Cavalry and missile support were never a major actor in their victories.
In the other hand you have the Parthian Army (the Mongols adjusted for technology) a cavalry base army that utilizes horse archers and heavy cavalry (cataphracts). The classic nomad tactic of hammering the enemy from afar with arrows from a recurve bow until they are disorganized enough to deliver the heavy cavalry charge. In this type of warfare, infantry is more of a liability.
What both army have in common is the lack of combined arms team, which is their main weaknesses. Rome could never conquer the flight footed horse archers while Parthia could never cunduct seiges which require large amount of infantry. That was one of the main reason why the Parthian-Roman border more or less stayed where they are.
An army that employs combined arms tactics, such as Alexander the Great's: Phalanx infantry (anvil) and Companion Cavalry (hammer) that was used to such great lethality against Persia, in my opinion is much more effective.
The Qin and Han dynasties also employed a combined arms army of heavy infantry, light and heavy cavalry, and crossbow men. It is interesting to note, that Chinese army at this time period fought in similar manner as that 17th century Europe, utilizing lines of volley fire, substituting muskets for crossbows.
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