New high-entropy metallic glasses were produced by adding B and Si to the Fe25Co25Cr25Ni25 high entropy alloy. Extremely hard materials were obtained by inducing structural relaxation and nanocrystallization in the original amorphous metals. In this work we study the effects of the composition and annealing treatments on the structure and the mechanical properties. The changes in structure during heating treatments were determined by in situ synchrotron X-ray diffraction and the mechanical behavior was studied by nanoindentation. The mechanical properties of the as-quenched glasses were tuned through the annealing treatments, obtaining amorphous/nanocrystalline composites appropriate for highly demanding, wear resistance applications. The relative amount of B and Si is shown to determine the main nanocrystalline phase, FCC or BCC, which has a key influence on the mechanical properties.