How to link openssl statically in my C++ shared library on Windows - c++

Question

I want to link openssl library statically in my C++ shared library project because I want to distribute my shared library in a single dll file.
So I added the following codes in my CMakeLists.txt:
set(OPENSSL_USE_STATIC_LIBS TRUE)
find_package(OpenSSL REQUIRED)
target_link_libraries(std OpenSSL::SSL OpenSSL::Crypto)
And here are the logs of cmake:
"C:\Users\Jerry Chou\AppData\Local\JetBrains\Toolbox\apps\CLion\ch-0\223.8617.54\bin\cmake\win\x64\bin\cmake.exe" -DCMAKE_BUILD_TYPE=Debug "-DCMAKE_MAKE_PROGRAM=C:/Users/Jerry Chou/AppData/Local/JetBrains/Toolbox/apps/CLion/ch-0/223.8617.54/bin/ninja/win/x64/ninja.exe" -G Ninja -S "C:\Users\Jerry Chou\CLionProjects\rexStdlib" -B "C:\Users\Jerry Chou\CLionProjects\rexStdlib\cmake-build-debug"
-- The C compiler identification is GNU 11.2.0
-- The CXX compiler identification is GNU 11.2.0
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Check for working C compiler: C:/Users/Jerry Chou/AppData/Local/JetBrains/Toolbox/apps/CLion/ch-0/223.8617.54/bin/mingw/bin/gcc.exe - skipped
-- Detecting C compile features
-- Detecting C compile features - done
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
-- Check for working CXX compiler: C:/Users/Jerry Chou/AppData/Local/JetBrains/Toolbox/apps/CLion/ch-0/223.8617.54/bin/mingw/bin/g++.exe - skipped
-- Detecting CXX compile features
-- Detecting CXX compile features - done
-- Found OpenSSL: C:/Program Files/OpenSSL-Win64/lib/libcrypto.lib (found version "1.1.1s")
-- Configuring done
-- Generating done
-- Build files have been written to: C:/Users/Jerry Chou/CLionProjects/rexStdlib/cmake-build-debug
However, the shared library couldn't be loaded. I checked its behavior with ProcessMonitor. The library tried to load libcrypto-1_1-x64.dll and libssl-1_1-x64.dll but failed. How can I solve it?