I try to build program with static linked toolchain libraries. I pass:
LDFLAGS=\"-Wl,-Bstatic -lwinpthread -Wl,-Bdynamic -static-libgcc -static-libstdc++\"
Not ideal but if you do not mind plonking your runtime DLL's in the same directory as your executable, you can add something like this in your CMakeLists.txt file. This will copy the necessary DLL's from the MingW bin directory into the current build directory.
# ...
# change to name of your project
set(TARGET_NAME ${PROJECT_NAME})
# change to path to your minw bin directory
set(MINGW_BIN_PATH "C:\\Program Files\ \(x86\)\\mingw-w64\\i686-4.9.2-posix-dwarf-rt_v3-rev1\\mingw32\\bin")
set(LIBGCC_DLL "${MINGW_BIN_PATH}\\libgcc_s_dw2-1.dll")
add_custom_command(TARGET ${TARGET_NAME} PRE_BUILD
COMMAND ${CMAKE_COMMAND} -E copy
${LIBGCC_DLL} $)
set(LIBSTDCPP_DLL "${MINGW_BIN_PATH}\\libstdc++-6.dll")
add_custom_command(TARGET ${TARGET_NAME} PRE_BUILD
COMMAND ${CMAKE_COMMAND} -E copy
${LIBSTDCPP_DLL} $)
set(LIBWINPTHREAD_DLL "${MINGW_BIN_PATH}\\libwinpthread-1.dll")
add_custom_command(TARGET ${TARGET_NAME} PRE_BUILD
COMMAND ${CMAKE_COMMAND} -E copy
${LIBWINPTHREAD_DLL} $)