In Gadfly, laying functions can be easily done:
plot([sin, cos], 0, 25)
This gives my two multi-colored lines, automatically marked in the legend as something like f_1 and f_2 :
f_1
f_2
How to change the default names in the legend "Color"?
Set the color argument to the list of labels:
color
plot([sin, cos], 0, 25, color=["sine", "cosine"])