off to a good start but never able to finish it

yesterday i was back playing online and was able to do a fairly good knight rush.

It was mongols (me) vs Khmer

I was going with knights/paladins, onager, trebs. he countered with ballista elephant, halbs and bombard cannons. I had good mapcontrol (mega random with chockpoint in the middle)

i was ahead in score the whole way to the late game but was unable to push through with 60 trash units (Eskirms and halbs) or so. i kept pushing, he kept defending until i just gave up after 2 hours since it was not going anywhere. gold was long gone on the map.

It is a bit the story of my life, I have good build orders, I can rush the opponent rather quickly.

I'm just wondering where to go when you are unable to finish a game off. Am I the only one, is it a lack of pressure or wrong counter units? Missing civ knowledge?

perhaps this question is to vague or broad, any tips are welcome.