Step 1. Go to Jira Administration tab and select Manage apps section.
Step 2. Click Custom Statuses in Checklist configuration.
Аfter that the following configurations will be available:
Select particular project to create or manage custom statuses
Enter a name that displays status values
Select icon that displays status values
Enter status symbol for bulk editor
Select status color
Click to create new status
Step 3. Create new custom status as shown below: