Can someone with real futures trading experince tell me if this strategy can works?

I agree with HelloDollar. It looks like the orders were being filled unrealistically as compared to RL on the E-mini S&P.

I can tell you that the platform and broker are sound. If you have a keen connection to the exchange, real fills will be that fast. Just not at those levels. In 30 days you can try it live for a minimal cost.
 
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