I have cross-compiled my Qt application with MXE against a statically linked Qt 5.11 on Ubuntu. I'm using MXE's CMake wrapper.
When I try to run my application on an actual Windows machine I get: "This application failed to start because no Qt platform plugin could be initialized."
The Qt deployment instructions don't directly say how this goes with statically linked Qt.
Edit: Seems that the easiest way to do this is with QMake as there are some problems with CMake and static Qt5 :(