It is hard to know exactly why you are getting this result without looking at your file; however, based on your OP, I think it has to do with this: "I imagined two status...." I interpret this that, in your imaginary project, you are progressing your project up to the third "'16" in your graph and the fourth and final "'16" you have marks the project's finish.
MSProject, I believe, does not calculate BCWS until you enter that date into the status date of the tool. Therefore, BCWS would equal zero until that time. ACWP and BCWP would also equal zero because you did not enter values yet for this date. Consequently, your graph drops to zero for all three values.
Where I work, we extract data from MSProject into another tool that builds these graphs properly. Therefore, our BCWS will climb to BAC and ACWP and BCWP will stop at the appropriate status date. There might be a way to do this in MSProject but someone who is more a tool guru would have to answer here.