This test will read the HTTP Header of your URL and tell you whether keep-alive connections are enabled by detecting the keep-alive configurations listed in the header response.
It will work irregardless of the type of server (ie. Apache, Microsoft/IIS, NGINX), OS (Linux, Windows) or CMS (ie. WordPress, Joomla, Drupal) you’re running as long as the HTTP header will return keep-alive information.
Connection: keep-alive means keep-alive is enabled.
Connection: close means keep-alive is not enabled.
Connection: none detected means the test wasn’t able to retrieve the necessary information from the response headers of your URL to detect whether keep-alive was enabled or not.
Take a look at this article to learn how to enable keep-alive.
Enabling keep-alive makes it possible to use just one TCP/IP connection to retrieve multiple web files (the files your web pages load) at once instead of having to create a connection for every single file. This speeds up the process of retrieving your web files since using one persistent TCP/IP connection instead of using multiple connections will result in faster page load times. Read more about this here.