Those are 1k stacked boxes, what I wanna do is render only the visible faces, or at least render the whole outer part of the "big" box.
One more thing, can I place a texture or material on an actor or a primitive, without converting them to a mesh?

Update: Filled the boxes with color, still no change in fps, checked early Z, I don't know if it works with non meshes :?
Anyway I think early Z isn't worth it anyway, as it does not increase fps a lot, I got 5 fps increase -_- from 21 to 26.

This all depends on what you are trying to do.

If all the boxes have physics and you want them to tumble down, then each box needs to render the whole outside. If this is your goal then you are in trouble. Your system will slow to a crawl when it has to render the physics in real time.

If you just want the look of thousands of boxes then you just need one big cube with some nice bump or parallax material applied to it.

Are you develop Minecraft clone? Minecraft uses voxel tech. This engine doesn't support same technology.