Confused...
I just did what Hero999 suggested and when I connect a 1pF capacitor in line with the signal
and with DC coupling, I get the same result.
So, is it normal or my AC coupling has a problem (a posting was just deleted? eevblog ghosts)
Actually Hero suggested using a 1
nF capacitor, a thousand times more capacitance than your 1
pF cap. Since the probe's capacitance all by itself is likely in the 30 pF range... I am suspecting a typo in your capacitor value.
Even 1 nF is probably smaller than the actual AC-coupling capacitor in your scope. One scope (analog) that I can easily get to uses 22 nF, another (digital) uses 47 nF.
Your AC coupling is doing exactly what it is supposed to do.
(I think confusion over the use and function of AC and DC coupling is probably the most misunderstood aspect of basic scoposcopy. So don't feel too badly, every scope user probably goes through this stage in the beginning.)