eBay is getting harder and harder to make any profit at all for most small sellers, let alone a decent profit. So, so if you have your own website, then why not consider this.
If you have a single item in several sizes or in several colours or similar, then just list one. Then in the listing you can put that you have other sizes, colours or whatever, available and to contact you for details.
This can then encourage others to contact you via email, at which point you can then direct them to your online store for alternatives. Good way of generating traffic form your eBay marketing. Now you can't get away with promoting your website in your listing, unless you have an item you can list as a classified, but there are no issues promoting your website through their email system.
So that's one way you can make eBay work for you more effectively. Then you can start building up an email list of customers, do a monthly newsletter with special customer discounts and start building from there.
As for what you do list on eBay. My advice is to list as cheap as possible, not to look at eBay as a profit opportunity. You have to look at it as a marketing tool, so the idea is to keep the price at cost, even a little below, to try and generate maximum inquiries from buyers. If the prices on your website are more expensive, that's OK (within reason of course) You can say the eBay listings are run out stock or special offers or similar, to justify the price difference.
Of course you still have to be competitive on your site because there is nothing stopping the customer going straight back to eBay to shop there, that's very important to keep in mind. If you are going to all the trouble of generating traffic, you don't want to lose it when it does get there.