That was very fun. I really like how the wrench restores your health, allowing the player to make risky plays by beelining all the way to the last train and then back. The whole game is quite hectic since you're constantly running back and forth to speed up the train and prevent bandits from detaching the cars, but that's what makes this game really fun - that constant feeling of motion.
There's a couple of quality-of-life things I'd add to improve the gameplay. First, I'd definitely put in a button to reload the gun. I'd also add a warning cue for when a bandit it detaching a car off-screen. That way, the player gets alerted when they have to rush all the way to the end to prevent losing a car. Finally, I think the player should be able to drop down through some platforms, like the really thin ones. It would make navigating the train and shooting the bandits a little easier.
Great game overall, I had a lot of fun playing it. My best score was around 25000.