During the setting up of my store I ended up adding/deleting many addons as I was not satisfied or found better alternatives.
As a result, speed tests were showing that my site was very slow (over 13 seconds page load - although in reality I didn't notice it was slow). I was able to reduce this to 6 seconds after deleting some code that some of these apps didn't remove but still doesn't seem to be optimal (read that it's suggested to have under 3 seconds on these metrics).
My store wasn't attracting enough customers and I've decided to take some time to improve the whole experience. Since I want to address these performance issues since the beginning, I just installed a free copy of my them to work on it. Is it possible to run these speed test upon a theme that is not published? I wouldn't like to publish it until it finished as I want my current store to be available.
Is it a good practice to use some tool to optimize images? My understanding is that Shopify itself does this and should be required. I tested this with a couple images that were reduced a lot in size in my computer, but no significant change when uploaded to Shopify.
If so, what free tool would you recommend to do this?
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You can run a test using the "share preview" link, just note that the results will be skewed because of extra resources loading in preview mode.
We usually just do a brief publish of the new theme, then run the analysis tools, then de-publish and analyze the results. But if your themes are drastically different, I would just start with preview mode, optimize what you can with the Shopify Analyzer, then publish it and work out any remaining performance issues if applicable.
For image optimization, yes you should do this. Here's a guide I wrote that includes both a free (manual) and my preferred app (automatic) method: How to Compress Images on Shopify. The bonus with some optimization apps is that you can automatically add SEO optimized alt attributes to your image compressing, easily pays for itself with just that.