Mark Hughes' men have lost only one Premier League game all season but have drawn their last five.
Santa Cruz, 28, said: "Of course we are heading in the right direction in terms of getting stronger as a team. This is a long race and what is important is what happens in the end.
"Even when we broke into the top four our gaffer was not 100 per cent happy with our performance.
"He is always looking to improve the way we play.
"I won't be surprised if we keep getting better. The quality in the squad is fantastic, they show it in training too.
"Everyone has something they bring to the squad. It's very hard to name just one player you are pleased to play with because we have so many."