Anyway, i noticed that i can play a whole lot faster with legato than with picking, alot of people are probably like that or maybe just me but the point is what kind exercises or songs can i play to speed up my picking so i can play just as fast with picking as legato?
Petrucci, but yeah. It's all about the sound, playing a passage with legato doesn't sound the same if you pick every note (cleanly, of course).

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Make sure each pickstroke is consistent and set the metronome to 30BPM or below.
And if you can fret faster than you pick, that's bad, both hands should be synchronised and be able to play as fast as each other.

Most people on this forum who have that problem, tend to have sloppy technique =/
but if you can double pick well, isn't it a bit hard for your other hand to keep up?
Not if you work out both hands. Practicing legato is imperative to be able to play fast. If your left hand isnt worked on all the time using legato then it will never keep up when your picking technique is developed
Play a slow tempo version of flight of the bumblebee, that song is what i use to practice every day. Gradually increase the bpm when your getting cleaner and faster.