LED strip brightness decreases when using multiple strips Newbie question here.

I have bought a 5V, 40A power supply to externally power up some LED strips (WS2812B). The Arduino Nano is powered by a standard USB wall charger (5V).
So far I have tested with 4 LED strips (each of about 25 LED's). Each of the strips is connected to an individual data pin on the Arduino in addition to the power supply (5V and ground).

So, to the problem. For each LED strip that gets powered it seems that the brightness of the LED's decreases. Using for example "white color", all the LED's shows a "yellow"-ish color when all the LED strips are powered. If only one or two is powered it looks fine.
The Arduino by the way shares the same ground as the power supply.
What could the cause to this issue be? The power supple should be more than sufficient for the task. Is it the data pins that can't handle it?

Thanks for any help!

EDIT:

I more detail, each LED strip has 3 pins (1 for 5V, 1 for data input, and 1 for ground). Each for the LED strips 5V pin are connected to the + rail on a breadboard where the power supplies + is also connected. The same goes for the ground pin of the LED strips (they are connected to a ground rail on the same breadboard where also the ground of the power supply is connected).
The data pin on the LED strips are connected to 4 (when all are connected) different data pins on the Arduino Nano (A1,A2,A3 and A4).

The ground pin on the Arduino Nano is connected to the same breadboard ground rail as the rest. When I didn't do this the LED's had weird behaviour.
The wires going from the LED strips into the breadboard are standard 24 AWG stranded wires (each of about 50 - 80 cm in length).

Power supply used is "AC 110V-220V TO DC 5V 40A" from ebay.
https://www.ebay.com/itm/AC-110V-220V-TO-DC-5V-12V-24V-Switch-Power-Supply-Driver-Adapter-LED-Strip-Light/152134115704

LED strips that are used "5M WS2812B 5050 RGB, 150LEDS ip65 Waterproof"
https://www.ebay.com/itm/5M-WS2812B-Strip-LED-Lights-5050-RGB-30-60-LED-M-IC-Individual-Addressable-DC5V/113117301639?
40 amps is a LOT of current. 

24 AWG wire can't handle anywhere near 20A of current, nevermind 40A. (After a little googling, it looks like 24 AWG wire is limited to about 3.5A.) 

Think about it. In the US, 15 amp branch circuits require 14 AWG wire. 20 amp circuits require 12 AWG wire. It looks like 40 amps requires 8 AWG, from the googling I did. (Voltage doesn't really matter when considering current carrying capacity.) So if you want to drive 40 amps, you need 8-gauge wire on both the +5 leg and the ground leg to your LED strip.

As I said in my comment, I found some 144 WS2812B LED strips on Amazon that draw 20A just for one strip. You say your strips have 150 WS2812B LEDs on them. Assuming it's 150 vs 144 of the same LEDS, you're going to need almost 21 amps per strip, so 2 strips will slightly exceed the 40A capacity of your power supply, and VASTLY exceed the current handling ability of your wiring. As a general rule you should have a power supply that offers a little MORE current that your max needs, never less.(When a power supply reaches its current limits its voltage may start to droop, or it may be slower to adjust to rapid changes in load.)

In addition, You're gonna need BIG, THICK 5V and ground wires to feed your LED strips, and you should wire the LED stips in parallel. (I suggest 8 AWG wires for 40A. Those are HUGE, but that's what you need for that much current.) You should not connect either the +5V supply or the ground wires through a breadboard.