You first need to understand a basic feeding pyramid. Horses eat almost 20hrs of the day and if they don’t they are more likely to colic, lose weight.. etc. So I would recommend giving him free choice hay even in pasture. Next comes grain, horses typically get enough nourishment from hay but you should add some more fibre, fat and omega to your horses feed so they can put more weight on. Different feeds give different results and it can take some time before you find one that works for you. Finally if your horse isn’t gaining weight contact a vet or a horse nutritionist for help. I hope this helps!!
You can choose a rich feeding for your horse such as barley which is very dense.
You can also add to this an appetite stimulating syrup like Shy Feeder-B.
However, be careful not to give him too much so that he doesn't have founder.