Sound simply that you are expecting too much from the stepper motor given the weight it has got to move. Since I see a Mach3 screen in the background, I'd start by setting jog speed to 10% and check a full up and down move, then increase the speed in 10% steps until t stalls. Back off the motor tuning to 20% below that setting. What can help is to reduce the acceleration setting. I normally go for 10% of the max speed, but you need to be in the 'comfortable movement' area as too close to the max is likely to loose the odd step.
You don't say what size motor or what is driving it. Bigger motor, higher voltage power supply or higher current may be the better fix if you NEED more speed.