Cavalry Attack:
Imperial-Leaguists 

To keep in mind concerning Imperial-Leaguist cavalry tactics:

Pappenheim and his cavalrymen did not respect the quality of the Swedish cavalry.  The Swedes rode horses generally smaller and lighter than the Imperial-Leaguists, thereby leading Pappenheim and other officers to believe their cavalry would prevail in a horse-to-horse engagement with Swedes. They held in higher regard the German cavalry, with their larger mounts, serving with the Swedes.   Facing the Swedish cavalry on the west flank, Pappenheim was confident his experienced cavalry could disperse his enemy's horse and turn onto the Swedish center to dominate the field.  But Pappenheim was dissuaded of his notion of superiority after his cavalry was beaten off seven times.

Contrary to assumption, Imperial-Leaguist cavalry did not resort to the caracole at this battle.  No accounts mentioned the use of the caracole.

Prior to becoming a successful army commander for the Habsburg emperor, Count Tilly  had commanded horse.  He fought in the French Civil/Religious wars, seeing action at Arques and Ivry.  After Lorraine had made peace with Henry IV, Tilly elected not to enter French service in favor of leading regiments of Walloon infantry and cuirrasseurs for the eastern Habsburgs in their "Long War" with the Ottoman Turks.  For his exploits and aggressiveness, Tilly rose to become second in command after Giorgio Basta in that war.  He had led cavalry and experienced cavalry engagements in the same sort of settings and with the same sort of horsemen as Gustavus Adophus had with the Poles; he would not have been one to fall back on flaccid caracoles for his battles from 1620 on.  Instead, Tilly adopted what his former commander Basta championed: cavalry to fight in flexible, close units, attacking at the trot into the very body of the enemy. "They should entrust their cause to the sword" and with their pistols "not to fire until they can hurt the enemy with the [pistols'] flame."  The Dutch military reformer, Johann van Nassau-Siegen, seconded that: "He who strikes with his sword and uses the pistol in the melee will have the advantage."cavalry helmet, displayed at the Royal Armoury, Leeds, England

To be considered, too, it is difficult to imagine the volatile and enthusiastic Pappenheim favoring the caracole over the sword and pistol charge.  So, cavalry engagements at the Battle of Breitenfeld were more the sort of action that Hollywood would picture (but more at a trot than a mad gallop).