Cancelled invoices means that these invoices were received, the ‘Open Invoice’ on the received email was clicked, and on the payment page, the user cancelled the payment.

The payment page will show that the transaction has been cancelled

Cancelling the transaction, will not change its status in the dashboard. 

 However, as a merchant, you can cancel the transaction from your side by clicking on the invoice and choosing the cancel option.

in this case, the invoice status will be changed to "cancelled" in the dashboard.