That looks normal for the cal signal. You didn't say you had, so make sure you adjusted the amplitude calibration and freq zero calibration before you run the cal routine. After the instrument has warmed up for a while (I'd give it half an hour), connect the calibration signal to the RF input, using a decent quality cable. Then, key in RECALL and then 8 from the data entry pad. This calls up a build-in routine. Using a small flat screwdriver or tuning tool, twiddle the AMPLD CAL pot (just left of the RF input) for a marker amplitude of -10 dBm. Then, key in RECALL and then 9 and using your turning tool to adjust FREQ ZERO (the bottom of the three adjustment pots under the CRT intensity knob on the IF/display unit) to maximize the amplitude of the response shown on the CRT display. Then, trigger the self cal routine with SHIFT and W. Once finished, you can enable or disable cal constants with SHIFT X and SHIFT Y, respectively. You can display the constants on the screen with SHIFT w (small w). All the constants should be small, ideally a mix of positive and negative but won't necessarily be. As long as none are anomalous (e.g. a constant shown -5 dB is indicative of something wrong) everything is fine.
The self cal constants help correct for small errors in amplitude and frequency. Whether they are critical to use or not, really depends on what you're doing.
Also, when the instrument is going to be on but not in use, SAVE YOUR CRT by using SHIFT + g to turn off the CRT beam and SHIFT + h to turn it on again. As the trace is digitized internally before display, this won't affect the ability to program the analyzer over GPIB at all.