Dante

Celeste and Martha provide healing.

Martha provides extra speed for 6 seconds with Foremother's Oath skill

Jorgen will slow Dante up. When Dante is used as a tank, Jorgen will steal energy from him. 

Jorgen, Celeste and Aurora provide the attack to kill Dante

Astaroth helps with his revival ability

So a team consisting of Aurora,Asta,Celeste,Jorgen and Martha has a good chance with Cain as team pet.

Celeste and Jorgen must survive the first Dante hit. Put Axel on your weakest team member.

Best heroes for Armour penetration: Fox, Elmir, Isaac, Morrigan or Qing Mao. For a critical hit bonus, you can use Ishmael, Jhu, Sebastian or Yasmine.  

Helios: can counter Dante when Jet is also in the same team.

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Aurora,Yasmine, Celeste, Jorgen, Phobos & pet Axel, Jorgen blocks energy

Phobos can stop Dante for 6 seconds,  and can kill Dante with one ultimate hit "Paralysis" if Dante has the highest physical power of the enemy team.

Axel distributes damage and can charge Jorgen quicker

Yasmine can finish off  the entire opponent team.

If Dante is fighting a weak team he could get 2 Kills with his 1st two attacks, when that happens he deals another 2 attacks which could kill the entire enemy team..

Dante cannot dodge magic attacks so use strong Mages to attack Dante.  ODH teams or the twins can succeed against Dante

Axel denies  Dante from one shooting patronaged hero.