Please, next time, can you take a time to post some more information? You have not posted any information which may help me to track down your problem.
OK, you have different speed from linux. Is it speed from the same computer to the same server? Do you measure the speed by yourself? Or is it value reported by the client? Do you use same SSH protcol version, same encryption?
Also trying other Windows SFTP client (not Linux) may be more relevant to compare. Etc, etc...
Reply with quote