You are able to change the format of the Donor Statement filenames. These by default use the name Statement.pdf, when generating, a random number is usually added to the end to ensure it is a unique filename. If you wish to change the 'statement' part to better reflect what you or the donors see, you can.
Go to Administration - System - Finance

There are 3 parts to the filename you can control.
Include donor/recipient name
This uses the name of the donor (for donor statements) or the recipient (for income statements) and removes any spaces.
Filename
This is optionally a word you can include in the filename. Default is Statement, this example uses DonorStatement
Include date in filename
This optionally adds the date to the filename in the format yyyy-mm-dd.
For John Smith, the example shown above would for example generate
JohnSmith_DonorStatement_2026-04-01.pdf