Aim to finish each session on a positive note.
It is important to allow time for the horse to cool down after work. If he has access to a paddock you could turn him out. If not, be sure to cool down with plenty of walk on a long rein in the arena. Or dismount and finish as you started with stretchy work on the lunge. Alternatively, this could be a good time for you and your horse to go for a walk together in the countryside. You could ride, but I think it’s nicer for you both to walk together.
After I have done Pilates I like to massage or slap my tired muscles to increase circulation. I do the same for my horse when I remove the saddle. I massage and slap the area underneath and behind the saddle. Ideally I also like to turn the horse out afterwards for him to stretch his muscles and massage his back himself by rolling.