Speed Up WinSCP downloads for SFTP and SCP connections

On your login screen, select your SFTP or SCP connection then click 'Edit', then click 'Advanced...':

select edit, advanced on your SFTP or SCP connection

Select 'Connection' in the list and try disabling 'Optimize connection buffer size':

Select connection, then disable optimize connection buffer size

In my case this increase speeds from ~10kbs up to ~2.5 mbps.

Hope this helps,