I just finished putting my RoboMaster S1 together, but it moves really slow going forward and backward. Left and right movement are super fast. Everything else is working perfect. I checked to make sure the direction of the wheels are correct, and that all the wires are properly connected. Anyone experienced similar problem?

Are you using the app's virtual joystick?
IMO, the interface on the app isn't intuitive. If you just use the right side control, the robot will only rotate and move the turret. Forward and back control is performed on the left side of the screen. There's a small circle representing a joystick on the left side of the screen. You need to use this to move the robot forward and back.
If you're still having trouble, you might want to upload a video to YouTube showing how the robot behaves.
It might also be helpful to use a test program using Scratch or Python to diagnose the problem.

Are you using the phone app or a laptop?  Are you connected to your router or the S1 WiFi?  I noticed that controlling the S1 from a Windows computer is slower.  I also noticed the S1 responds quicker when I connect it via WiFi and slower via router.

Double triple check those wheels again!  It must look like the rollers are following an "X" pattern WHEN VIEWED FROM ABOVE.

Also, go through the Wheel Addressing part of the setup in app again.  I'm sure you can resolve this.

Also, for better control, go into the App and turn down the Sensitivity for Left Right Forward Backward.

Observe the wheels carefully when testing.  Do they follow "the mecanum way"?

Did you ever figure this out? I just put together a refurbished one, and I'm having the same issue.