Like many species of roach, the difference is the last segment(s) of the tail, but otherwise they appear the same to most people (if you have a colony long enough you will notice a slight difference in body shape, but it is slight).
Compare two (if you have them now) and if they are different at the end of the tail you will see...females one large segment and males have a smaller section.....
This topic may be posted with a pic somewhere on these forums if you do a search....different species of roach but the pic works just the same.