The only way you can get what you are seeing is if you have backlash... put and indicator on your axis and set the axis to zero. now jog away from the indicator and type G0 X0 into the MDI window. did the indicator go back to zero? If it did go back to zero jog the axis into the indicator and do the same G0 X0 in the MDI window. Did that give you zero?
That is just the first test...
I think you should try MAch3 with Sherline mode. this will tell us if your drivers are having trouble
There are a few more things that we can test after that