Based on the hierarchical equations of motion approach, we study the time-dependent transport properties of a strongly correlated quantum dot system in the Kondo regime (KR), mixed valence regime (MVR), and empty orbital regime (EOR). We find that the transient current in KR shows the strongest nonlinear response and the most distinct oscillation behaviors. Both behaviors become weaker in MVR and diminish in EOR. To understand the physical insight, we examine also the corresponding dot occupancies and the spectral functions, with their dependence on the Coulomb interaction, temperature, and applied step bias voltage. The above nonlinear and oscillation behaviors could be understood as the interplay between dynamical Kondo resonance and single electron resonant-tunneling.