The manual say can change script name using Script = "MyName".

But the output result file (performance report generated in log folder) doesn't changed properly.

How to change name of the generated result file?

Did you set Script before anything is printed to the log?
Did you make sure to not use temporary stings? For example, strf() is no good.

I change Script when if(Init) in run function.

I check my own output file name changed properly.

I run zorro using command line with "-i number".

For changing the name of your script, rename it in Windows explorer.

The Script string is for parameter data. Not for renaming scripts or log files.

https://zorro-project.com/manual/en/script.htm

I need functionality to change the name of output files. (Performance report, log, TESTTRADE)

For this, you can use the design pattern where most of your code is in a header file, and then make a *.c file that includes the header and establishes the file name.

Edit: To be clear, the *.c file will have your designated script name.

That files are generated by zorro, I can't touch.

??

The files generated by zorro in log folder when you push test button.

In my solution, the script developer designates the strategy file name, solving the problem. Thus, the developer is 100% responsible for all data/log file names.

For an example of this application, refer to the Trend Experiment in the Financial Hacker blog.