Keep in mind, only about a third of their entire force are fighters. And while Mance is clearly trying to teach them how to form shield walls and fight on horseback, they’re clearly not fully trained or well-equipped.
To me, the analogy here is Boudicca. Her Iceni and Trinovanti forces were capable of wiping out significant detachments of Romans (as at the Battle of Camulodunum) when those forces were isolated, outnumbered, poorly led, and caught off-guard. But give the Romans time to get into formation and let them choose the terrain, as at the Battle of Watling Street, and the Iceni/Trinovanti’s lack of ability to use their numbers in an effective fashion turned them into so much wheat for the reaper man.