There are two settings in the Database Connections property window, in the Advanced tab of the Database Instance editor, that control how the database connections are reused by Strategy Intelligence Server.

Connection lifetime: This setting represents the life span of the cached connection. When the specified time is reached, Strategy Intelligence Server drops the connection if it is not being used. However, if the connection is being used, it is dropped when it ceases to be used.
Connection idle timeout: This setting indicates the amount of time a cached connection remains open if it is not being used.
NOTE: If the connection is not to be cached at all, set either of the above two setting to '0'.