First, you really really should take your horse to a vet no matter that it's a pain to have to do and makes you feel guilty for hauling your horse with a wounded leg. Leg wounds can be HORRIBLE to begin with because you have so many vital structures with so little protection from the outside world--basically a little layer of skin. When the wound is punctures and lacerations caused by something like pointed and dirty teeth, the risk of laceration and infection of structures like tendons/ligaments and the sheaths surrounding them goes up dramatically. And getting fast and appropriate treatment started in these instances can mean the differenence between a horse that ends up being euthanized or is never usable and a horse that recovers. Your horse needs a thorough exam of the leg and to be started on antibiotics prophylatically. And antibiotic therapy may need to be continued for weeks or even months depending on what exactly has been torn up in the leg.
Second, don't ever use peroxide in a wound---it's damaging to tissues and isn't effective at cleaning so it slows healing, increases inflammation and gives you a false sense of security by making you feel like you've cleaned the bacteria out of the damaged area. Either a very mild betadine or chlorhexidine solution or scrub should be used ot clean wounds.
Licensed Veterinary Technician