Baking substances

I have a problem with substances in Unity 5. I can´t bake the substances once im happy with them, when I try to bakethe substance, the object that has the substance applied just get a solid color instead of the texture. Right now I have the substance set to “Build on level load” but that makes the levels load pretty slow :confused:

When I change to bake in load behavior this is what it looks like:
I started using substances in Unity just a couple of days ago but I have run into some problems and have some questions.

Do I need to do something else in Unity to make it work or what is the problem?