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: