Sample syntax is: bcp "select top 10000000 * from dbo.[tablename]" queryout C:\BCP\test.bcp -d dbname -U username@ servername -n -S tcp:dwsql01eastus2.database.windows.net -P password -a 32768 -o D:\BCP\Output.log
I have seen that bcp shows fast performance but not the application. Later we are able to find that the slow transfer rate is due to application made many unnecessary connections to the database.
Hope it helps. Good luck!