The transfer speed can be throttled by two factors (apart from bandwidth). CPU (computation power of machines on both sides) and connection latency (how long does it take for unit of data to transfer between the two machines).
In case the speed is throttled by CPU, it may help if you choose different encryption algorithm on SSH page of Advanced Size Settings dialog (supposing you are using SSH-based file transfer protocol, such as SFTP or SCP). When using SSH, file transfers in WinSCP are encrypted and encryption is CPU intensive. Either your local workstation or your server might not be able to encrypt file transfer stream at the same speed, your connection is able to transfer it. Blowfish is usually a lot faster than AES. It may also help if you turn off compression, if you have turned it on before.
Also there’s a lots to improve in performance of WinSCP itself 164. So it may get better in future versions. Also note that as SSH code of WinSCP is based on PuTTY, file transfers with SSH-based protocols can hardly be faster than PuTTY (PSCP/PSFTP) is. Hence there is no point asking for speed improvements, if you get the same rate with PuTTY.