How do I stop the seepage leak on a compression fitting and cap?

I have a pigtail of 1/4" copper tubing that I have to cap. The tubing comes out from a saddle valve attached to the copper pipe that feeds my bathroom sink. The house is plumbed with copper tubing and solder, so I can't just unscrew a length of pipe here. I have an inline brass connector with compression fittings on either end. I have attached one of the compression ends to the copper tubing and have capped the other end with a brass cap for compression fittings. I put Teflon tape on the threads of the cap end, but only used the compression fitting (nut and ferule) on the other. I still get seepage from that fitting, no matter how tight I crank down the connection and cap. Last night, I cranked it down even tighter on both ends -- compression and cap -- and it actually leaked seepage faster (one drop of water every minute or two -- I haven't timed it). What am I doing wrong? How can I make the fitting water tight? Or do I have another choice for capping the tubing?