Is there a way to write comments between the arguments to a command in a shell script?

Question

I have a script that calls a command with tons of optional parameters. To keep things readable, it uses line-continuations to write one parameter per line:

my_command \
   -flag1 \
   -flag2 \
   -flag3 \
   -flag4

My problem now is that I would really like to add some comments next to the flags to describe what they do. Is that possible?

This version I tried doesn't work because -flag1 and -flag4 are treated as a separate commands to be run instead of being treated as parameters to my_command

my_command \
   # These flags are for doing X
   -flag1 \
   -flag2 \
   -flag3 \
   # This last flag is for doing Y
   -flag4