If you want to collect performance counters from a SQL Server instance while running a load test, you can do this easily by selecting checking the SQL counter set in the "Manager Counter Sets" dialog in the VSTS load test editor.   Doing this includes the default counter set for SQL Server in your load test.   The performance counter category names that are specified in this counter set begin with "SQLServer:": for example "SQLServer:Locks".    However, if you are trying to monitor a SQL Server instance that is not the default SQL server instance, the names of the performance counter categories for that instance will have different category names.   For example, if your SQL server instance is named "INST_A", then this performance counter category will be named "MSSQL$INST_A:Locks".     To change the load test to collect these performance counters, the easiest thing to do is open the .loadtest file with the XML editor or a text editor and replace all instances of "SQLServer:" by "MSSQL$INST_A:Locks" (correcting the replacement string for your instance name).