How to put a line comment for a multi-line command

I know how to write a multi-line command in a Bash script, but how can I add a comment for each line in a multiline command?

CommandName InputFiles      \ # This is the comment for the 1st line
            --option1 arg1  \ # This is the comment for the 2nd line
            --option2 arg2    # This is the comment for the 3nd line

But unfortunately, the comment after continuation character \ will break the command.

I'm afraid that, in general, you can't do what you're asking for. The best you can do is a comment on the lines before the command, or one single comment at the end of the command line, or a comment after the command.

You can't manage to intersperse comments inside a command this way. The \s express an intent to merge lines, so for all intents and purposes you're trying to intersperse comments in a single line, which doesn't work anyway because a \ has to be at the end of the line to have that effect.