you don't mix the paint with enough water. the paint itself has to be clean fluid. When you paint you only have to take a lil bit and do several layers...thin layers obviously. don't go thinking that because you put more paint on the surface you will have to paint less layers.
This really one of the big reasons why painting warhammer is so challenging, you need tons of patience.
Now be sure you mix it with enough water and paint with thin layers and you shouldn't have any problems...I think you you prob do both of these things wrong, if you say that details start looking bad...
How do you do the shadows? with ink or washes?
any of these won't leave much paint on the surface you only need a tiny amount to have good shadows.