use p.JOINT_FEEDBACK_IN_JOINT_FRAME if you want the joint feedback expressed in joint frame (instead of link inertial frame)
use p.JOINT_FEEDBACK_IN_WORLD_SPACE if you want the joint feedback in world space coordinates, instead of local link/joint coordinates.
Example: p.setPhysicsEngineParameter(jointFeedbackMode=p.JOINT_FEEDBACK_IN_WORLD_SPACE+p.JOINT_FEEDBACK_IN_JOINT_FRAME)