I'm not familiar with your Yanmar but our 4J has a transmission with different ratios is forward in reverse. The engine is more fully loaded for a given speed in forward meaning more fuel is required. If it starts OK the compression is probably fine. Mark's suggestion about the injector is probably on the money. Last time I had our done it was about $30 / injector for cleaning and resetting. Any diesel engine service facility can do it. Check the yellow pages.