On Sunday, it was time for the final in three stages.
Yulimar Rojas had the previous record of 15.43 on the World Athletics Indoor Tour in Madrid.
Before the competition, Roja was the huge favorite to win the gold.
But all the focus was on whether the world record would be broken or not.
The 26-year-old started the competition by jumping 15.19, whereupon a trampling.
She jumped the third jump on 15.04 and then came a nice jump that looked like it could be a world record jump but it ended in trampling.
Took World Cup gold by a meter margin
But in the last jump, what everyone was waiting for came.
With her 15.74, she broke her old world record by 31 cm.
Yulimar Rojas thus took World Cup gold, set a world record and won by a meter margin ahead of the Ukrainian Maryna Bekh-Romanchuk.
Outdoors, Rojas has jumped 15.67 meters, which is the world record outdoors.