Preheat oven to 350 degrees F.
In a large mixing bowl, combine cake mix, protein powder, yogurt, eggs, and water and mix until smooth. Spread batter in an even layer in a 9x13-inch baking pan sprayed with nonstick cooking spray.
Bake for 28-30 minutes or until an inserted toothpick comes out clean. Remove cake from the oven and using a fork or skewer, poke holes all over the top of the cake.
In a mixing bowl, whisk together sweetened condensed milk, evaporated milk, and low fat milk; then pour over the top of the cake.
Place cake in the fridge until cooled completely then top with Cool Whip. Refrigerate until serving then cut into 12 slices.