Thank you for your answer. Same speed with 127.0.0.1, but if it's a problem with my local pc is not that important, the thing is that when uploaded on hosting it takes same time to wait.
phalcon.so is on Bluehost shared hosting loaded thru custom php.ini (mod_suphp.c in .htaccess). If this can effect database connection speed.
I guess I misunderstood. The speed was the same when I enter 127.0.0.1 instead localhost in the browser. When I changed it in the bootstrap file it worked! Phalcon is great! I tryed it in ubuntu too and is very fast!
For Bluehost it didn't worked though. It's still slow. Could the reason be that phalcon.so is precompiled and then uploaded on the server?