I created a design to catch cap and ball revolver projectiles about a dozen years ago. Cheap to make, and catches all the ball.
Took a large, cardboard box made for apples. The kind with the bottom portion that fits completely within the top portion.
Laid the bottom d
own and put a piece of 1/16" scrap steel, cut to fit inside the inner box, on the bottom. Added 2 or 3 inches of newspaper.
Then I put in a piece of 3/4" plywood in top of the newspaper, cut to fit just inside the innner box.
Alternated layers of newsapaper and 3/4" plywood. The final, top layer (facing the bullets) was another piece of plywood.
Throughout the process, as I'd add a layer of plywood, I'd stand on it to compress the newspaper.
When it could hold no more and was level with the top of the innner box, I slipped the top over the filled bottom and duct-taped the cover all the way around.
Then, I made three wraps of duct tape completely around the box, securing the top to the slip-bottom.
The 1/16" steel plate at the very rear is extra insurance. I've never found a dent in it.
It will take pounds of .44 and .36 balls and conical bullets from my guns, and .38 wadcutters as well.
Most projectiles are stopped in the first half.
The downside is that it weighs close to 30 pounds, and can't be left outside in the rain.
I stand it up in a folding nylon chair for a little height.
After about 300 shots, it requires a little patching on the front with duct tape. Hundreds or balls are later recovered from it, and remelted into new balls.
I wouldn't trust it to stop rifle balls, but pistols and their low velocity are stopped fine.