1. Build stone walls in your cities. Pahlava will have armies of cavalry and light infantry... Have archers and slingers on the walls, and you will be able to win every time, becasue you will either destroy their infantry before they reach your walls, or set on fire their sieging machines. Cheap, but it works.

2. As for pitched battles... Well... avoid them. If you must fight, try to make an army of Horse archers yourself. In theory, if you attack with your HA, they're archers will retreat. You will both fire arrows, but you will hit them in the back while they're retreating, while yours will be hit in the front, which should be better for you. Also, if you don't care about playing historically, make an army with huge numbers of slingers and archers... And let the carnage begin.

3. The fact is, Parthia can field an undefeatable army. I played with them. Create an army of 10 HA, 5 medium HA, 4 Cata's and an elephant too boot, there is not a thing on this earth (EB) that can stop it... Perhaps a tank or sth.