McCullum is confident the Black Caps can bounce back from defeat in the first Test and deny the hosts a series victory in Leeds.
The tourists had a sizeable first-innings advantage at Lord’s, but twin centuries from Alastair Cook and Ben Stokes put England in the driving seat before they then bowled out the tourists for 220 second time around.
McCullum said: “I still believe we’ve got some very good players within our group and scoring 520 in the first innings is testament to that. It’s not panic stations, we just need to improve a couple of our rough edges.
“I still felt as if we played a good Test match in our last game and whilst we’re disappointed to have lost, we still scored over 730 runs and still took 20 wickets which on most occasions when you put those sorts of numbers up on the board, you’d probably say you’d win a Test match.
“We have to cop it on the chin, the loss, but I’m pretty sure we’ve got some improvement left in us here as well.”