Well, there are a few points where things might be affecting the audio...
- The 20' cable shouldn't be too much of an issue, typically it's suggested to keep unbalanced (and unshielded) cable lengths to a minimum as they can pick up interference, or it's possibly adding too much impedance to the signal making it more difficult for the speakers.
- The audio quality of your music files themselves could be to blame; what is the file encoding type / bit depth / sample rate?
- The D/A converter of your speakers may be a higher quality than that of the DDJ-400, resulting in a difference in quality output.