The Engine Health Report displays performance indicators received from the test engines (i.e. the infrastructure delivering the test traffic, not your system under test).

The KPIs monitored are CPU, Memory, Network I/O and Connections.

Engine Health indicates whether the test infrastructure itself could be the cause of bottlenecks or errors which are appearing in other reports. 

Engine Health is also a great resource when deciding how many virtual users (VUs) each engine can support. The ideal ratio depends on the complexity and memory footprint of your script(s). You can read about the process for planning and calibration of test execution to optimally utilize available resources in the help topic, Calibrating a BlazeMeter test.