Against Sri Lanka at University Oval in Dunedin, with more favourable conditions they showed they could sustain their level of good play as they eye a return series against Steve Smith's side next February.
"It was essential we got the win because we played some excellent cricket," McCullum told reporters in Dunedin. "The thing about Australia was I think we got better as the series went on and this test match we stepped it up another notch.
"The challenge for us for the next three matches over the summer is to keep putting that line in the sand further and further away.
"That's the challenge for us."
What must have been pleasing for McCullum was the fact that Martin Guptill managed to put a poor return against Australia behind him to score 202 runs in the match, while Tom Latham finally converted a start to notch his first century at home.
Bowlers Doug Bracewell and Neil Wagner also continued to charge in on a pitch that did not deteriorate through the entire five days and perform the thankless task of tying down an end and exerting scoreboard pressure on the Sri Lankans.
Bracewell, who was arguably the best bowler for New Zealand in Australia, continued his strong form without much return.
"I thought he bowled absolutely brilliantly throughout the test match and all through Australia as well and just hasn't got the rewards at the moment," McCullum said of Bracewell's match return of 1-88 from 40.2 overs.
"The good thing is he didn't get frustrated. He had a good, calm head about him."
Wagner, brought in as the fourth seamer, also put pressure on Sri Lanka's batsmen with a sustained period of hostile short-pitched bowling that kept them on the back foot and will cause coach Mike Hesson selection issues ahead of the second test.
"There's obviously times when there's been a bit of resistance there and we just had to keep plugging away and I thought that's when Neil Wagner really stepped up for us," McCullum said.
"He bowled those 'dead overs' with hostility and when he's in your team you know that you've got those overs when you are going to be able to create some opportunities."
The key for his side, McCullum added, was to keep up that intensity when the second test begins at Hamilton's Seddon Park on Friday.
"Sri Lanka is a pretty tough opposition to get results against. They have some excellent young bowlers and they asked some questions on day one.
"We knew we would get better and it's one thing expecting yourselves to get better but it's another thing actually doing it.
"I thought the way that we played throughout this test match, bat, ball and in the field, was one of our most thorough performances."
(Reporting by Greg Stutchbury in Wellington; Editing by Sudipto Ganguly)
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