SQLite inserts wrapped in one transaction: no speed improvement

I read many times that in order to improve SQLite Inserts operations, they had to be wrapped into one transaction. This is what I did in my case: I have 3 lists of "String", "long" and "int". I'm opening the database and compiling the statement using this code:

mDb = mDataDB.getWritableDatabase();

String INSERT_QUERY = "INSERT INTO "+ mDataDB.TABLE_SENSORS_DATA + " (" + 
mDataDB.COLUMN_SENSOR_ID +", " + mDataDB.COLUMN_TIME_STAMP + ", " + 
mDataDB.COLUMN_PRESSURE + ")" +" VALUES(?,?,?);";

statement = mDb.compileStatement(INSERT_QUERY);

Then I start the transaction:

mDb.beginTransaction();

And I use a loop to write add the data from the lists:

    Iterator timeCursor = timeStamps.iterator();
    Iterator dataCursor = data.iterator();
    for(int i =0; i < dataCount; i++){
        CurrentSensor.dataDAO.addData(sensor_id, (long)timeCursor.next(), (int) dataCursor.next());
        Log.i("data iteration " + i,"data added to the db");
    }

The code of addData is:

        try {
            statement.clearBindings();
            statement.bindString(1, sensor_id);
            statement.bindLong(2, time_stamp);
            statement.bindLong(3, (long) pressure);// I can't bind integer ?!
            statement.execute();
        }catch(Exception e) {
        e.printStackTrace();
    }

And I finally close the transaction. Still, the time taken to insert is really long (around 10ms for each row, and I have thousands of them...). The thing is I was using the basic "insert" function of SQlite before, and the duration was the same. Would anyone have a suggestion?

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