Yes, using cygwin results the same performance issue when running multiple instances

Build instructions for Windows:

1. Install AMD APP SDK for Windows from here http://developer.amd.com/tools-and-sdks/opencl-zone/amd-accelerated-parallel-processing-app-sdk/
2. Get cygwin from http://cygwin.com
3. Install cygwin with the packages:
 - Devel/git
 - Devel/make
 - Devel/gcc-core
 - Python/python3
4. Start cygwin64 terminal
5. Clone repo: git clone https://github.com/mbevand/silentarmy.git
6. cd silentarmy
7. Build: make OPENCL_HEADERS="/cygdrive/c/Program\ Files\ \(x86\)/AMD\ APP\ SDK/3.0/include/" LIBOPENCL="/cygdrive/c/Program\ Files\ \(x86\)/AMD\ APP\ SDK/3.0/lib/x86_64"
8. Copy cygwin1.dll: cp /cygdrive/c/cygwin64/bin/cygwin1.dll .
9. Get your build path by typing: cygpath . -w -a
10. Create start.bat with:
c:\cygwin64\bin\python3.4m silentarmy --instances=1 -c stratum+tcp://address -u x.x -p x --use 1,2
pause

You can create ZCL address on the exchange account, for example c-cex