The flashlight guys advise to stay away from Ultrafire batteries, (or any batteries with "fire" in the name.
For one thing, there are no 4000Mah 18650 batteries in existence yet, so that tells you what Utrafire is.
Just like "Chinese" Lumens, such as the 1200 Lumen light from Meritline, Ultrafire uses "Chinese" Mahs.
Do you know of a good light for the heavy bag? I like the AA batteries because they are so common.