As stated in the documentation the Client is listening on a random port for data:
In the active mode, the client starts listening on a random port for incoming data connections from the server (the client sends the FTP command PORT to inform the server on which port it is listening). Nowadays, it is typical that the client is behind a firewall (e.g. built-in Windows firewall) or NAT router (e.g. ADSL modem), unable to accept incoming TCP connections
In some situations a Network Administrator is blocking most ports for security reasons and only open a few ports for data connection. It would be great to have an Option to Limit the portrange.
Im thinking about and Option like activePortRagenMin and activePortRangeMax. There a user could enter a range for example from 10000 to 11000. With that Option the winscp Client could choose the random port from this range and inform the Server with the PORT-Command.
So there would be no Problem with blocked ports anymore. FileZilla has a similar Option: