Some enterprising Caker over on 2+2 has been working on a Cake hand converter to allow you to do all of this and more. Here's how you do it:
1. Go here and download CakeConverter.exe
2. Open your Cake hand history folder (should be something like C:\Program Files\Cake Poker\Hand Histories\YOUR E-MAIL ADDRESS HERE\) and do some manual spring cleaning. It only supports Hold'Em cash games, so you'll want to move or delete any Omaha, Stud, or Tournament/Sit'n'Go histories.
3. Run CakeConverter, point it to your hand history folder and give it a different folder to spit the results out to. Hit the convert button.
4. Open up PokerTracker. If you don't own PokerTracker, you oughta. It's worth it.
5. Hit the 'Auto-import hand histories' button. Point it to the converted cake history folder. Click OK, and in a few minutes PokerTracker will parse all of your histories and know more about your game than you could ever imagine.
From there, your options are wide open. If you're not familiar with PokerTracker, it can tell you anything you ever wanted to know about how you play poker. What hands you win with, what hands you lose with, how often you raise preflop, how well you play when you get checkraised... If you're a stats and data geek like me, it's pretty amazing.
If you want to see a graph of your progress, first run your hand histories into PokerTracker, and then grab PokerGrapher.
The converter software has a few issues, mainly due to the (broken) way in which Cake formats its hand histories. It doesn't always know what cards your opponent showed down, so it just assumes they had AKo. Sometimes you can figure out what they actually had, as the hand history will show the winning hand ranking, like this:
Board [As Ks Qh 6c Qs]Supposedly there are additional issues with positional stats, EV calculation, and a few other problems. But even with all of these caveats, it is totally worth your time to set all of this up.
Seat 3: BogeyMan showed [Ah Kd] and won ($100.50) with Full House, Queens full of Kings
And that's about it!