I had this issue with FSA crank earlier this year. When I finally did get the chain to the big ring and shifted back down the chain would fall in between the rings. Yes, between. I measured the chainring thickness with calipers and the distance between the rings was quite a bit bigger than my DA crank.
So, what kind of derailleur is it and are they stock chainrings?
Edit: The problem I mentioned above had the same symptoms, shifted well on stand - like crap off of stand. It was also solved by putting my DA chainrings on the crank.