The different order statuses are new, partially filled, filled, canceled or rejected.
New:
This is for any active order that has not reached the desired market price that you have set.
Partially filled:
This means that your order has not been fully executed and the remaining amount is still pending execution.
Filled:
This means that your order has been fully executed.
Canceled:
A canceled order status, means this order is no longer active. Canceled orders get pruned after a few hours, so you may not see previously canceled orders in your order history.
Rejected:
If your order was rejected, your order was never placed. Rejected orders get pruned after a few hours, so you may not see previously rejected orders in your order history.