First of all, we would like to stress that we should try our best to perform daily prayers at their appointed times as this entails a great reward. Allah praises the believers who, as He says, “And those who guard their Salah (prayers) well.” (Al-Ma’arij 70:34)
Moreover, whoever misses an obligatory prayer because of sleep or forgetfulness has to make it up when he remembers it, because the Prophet (peace and blessings of Allaah be upon him) said: “Whoever forgets a prayer or sleeps and misses it, let him pray it when he remembers it, for there is no other expiation for it than that.” (Reported by Al-Bukhari). And it was proven that the Prophet (peace and blessings of Allah be upon him) made up the Sunnah of Zuhr after praying ‘Asr. (Reported by Al-Bukhari)

The hadeeth about the prayer on the day of al-Khandaq was narrated by al-Nasaa’i from ‘Abd al-Rahmaan ibn Abi Sa’eed from his father, who said: “The mushrikeen kept us busy on the day of al-Khandaq and distracted us from praying Zuhr until the sun set. Then the Messenger of Allah (peace and blessings of Allah be upon him) commanded Bilal to call the iqamah for Zuhr prayer, and he prayed it, then he called the iqaamah for Asr and he prayed it, then he called the adhan for Maghrib then he prayed it as he usually prayed it, on time.” (al-Adhan, 655; classed as saheeh by al-Albani in Saheeh al-Nasaa’i, no. 638)

The action of the Prophet (peace and blessings of Allah be upon him) indicates that it is obligatory to pray the missed prayers in the right order. But if there is only enough time left to pray the current prayer, then one should pray the current prayer, then pray the ones that came before it.