Martinez saluted skipper Caldwell for the fancy footwork he displayed in grabbing Wigan's sensational winner.
"I think he surprised the whole Anfield crowd and even our own bench," said the delighted boss.
"There are not many times you see Gary in those positions but with the composure he showed it was a fitting moment.
"He is a leader and a captain - a rare breed. He has been through very difficult times for us and has always shown the right attitude.
"I think we are catching up. We need to get many other points and from now until the end of the season every team at the bottom is capable of getting points against anyone else.
"But winning at Anfield gives you things you cannot control on the training ground: belief, confidence and a feelgood factor."