for your rectifier you may wanna use 4001 (or 4004 or 4007) diodes instead. Also, the capacitor must be much bigger than this. I recommend you use at least 100uF capacitor electrolytic.
Something important: You have the DC output marked wrong! The positive will be supplied from the top diodes and the negative from bottom. So you may need to connect the probes differently.
After these changes you will get the result you expect
For better smoothing results, you may wanna use a U filter. This uses 2 capacitors and one inductor, like the attached image. The capacitors may be 10uF for C1 and 100uF for C1. As for the inductor, you may use a thick wire air-core or better iron core, with 20 to 40 wounds.