This is a forward clickly. You have half press it for the desired mode. If it's on high when you fist press it, to get low you have to press it twice more and then click it fully.
Make sure that the retaining ring in the tail cap is tight. Try fully clicking it.
Yes Forward clicky
Exactly, with the forward clickie you cycle between modes by half-clicking before you definitely switch the light on. When the light is once on, half-click doesn't work anymore. You have to switch it off and redo the mode selection from there (or just click it on/off, as you did, but with less control).
I like this version for lights that are always used on the same mode (like throwers are on HIgh). The momentary on that the forward clickie offers is very useful for throwers.
Using flashlights with different clicky arrangements helps exercising your brain. 
Yeah, having flashlights with 3 different "clickies" (reverse , forward & twisty) with you always might be fun :D
I ranged it after the flashlight meet last week end
We went to a park and the X9 clearly lit up some trees - ranged on google @ 200meters
It was a very clearly defined tree by the X9 ...
Im sure I posted a picture [ google earth ]
There was a cyclist on the path , far right in picture .. and the X9 lit him up nice ...
So ??? I dont know what to say ...
Except everyone is welcome to the next flashlight meet ...
yeah = Those variables ...
battery , driver , current ...
You may want a MultiMeter , so you can measure current draw ...
A driver swap may be needed to reach full potential
You can get an rough idea of relative current draw between two flashlights by doing this.....
1) Install 2 good cells, same brand, same voltage as measured on a simple volt meter.
2) Hold both flashlights and run on high until one of them gets too hot then turn off for several minutes. Turn back on and repeat as many times as needed to get 30-40 minutes total runtime on both.
3) Measure voltage of both cells.
If one cell has much higher voltage left in it, that cell has lower amp draw than the other.
I suspect that your Keygos KE5 is running at 3A or more and your X9 is running at less than 2A. Some Ebay X9 owners have reported about 1.2A draw @ tailcap.
My Kaidomain C8 draws 2.8A with a new Xtar 2600.
My X9 draws 2.8A with the same battery.
My X9 throws much further than the KD C8. The X9 throws far but still has quite a bit of spill, but less spill than the C8.
Neither the C8 or the X9 is a "tight beam, rifle bullet" type thrower.
Here are my comparative readings that I did last night, using the (replaced) Victor 1010A luxmeter set to Max, screened from reflections, distance 8.0m.
UltraOK XR-E Q5 (Soshine 2800, 1.75A):
Luminous intensity I=42.7 kcd, Throw d=413m (for Eo=0.25 lux)
UniqueFire HS-802 XR-E R2 (Soshine 2800, 1.45A):
I=55.0 kcd, d=469m
TrustFire X9 XM-L T6 (Panasonic 2900, 1.80A - eBay):
I=34.9 kcd, d=374m
An R5 in the HS-802 body might indeed make it more useful for slightly shorter distances. I didn't give it much thought, though, as my 802 is glued fast.
For a wider hotspot and a bit less throw, the UltraOK Q5 seems to be a good alternative (a MRV clone for about $13 from eBay, but overdriven even more than my HS-802).
https://budgetlightforum.com/t/-/3904
The Eo=0.25lx criterion comes from the NEMA standard. It's quite low, sure, but if they had set it within the really useful illuminance range, it would be even harder to estimate somewhat objectivelly by eye, I believe.
EVERYTHING is glued fast, except the tailcap! 
Mine is not the only sample delivered like that.
Gorann,
At the time I bought my X9 there were many that were selling on Ebay for cheap prices.
I overpaid at the time because the dealer, pandamimi,
was the only one who posted complete specs about the flashlight.
Bidding began at USD $39.99. I got it for that.
This link is to the same flashlight, however, this is the "Buy it Now" price.
I am using the flashlight with Xtar 2600, but it also runs on two cr123 , however it gets hot very fast on 6 volts. I do not do that now.
BTW, i do not recommend running your X9 on straight battery only, due to possible burnout.
Read the previous posts about X9........ driver upgrade is discussed.
Maybe, some member who has done the driver upgrade will post details now.
This flashlight deserves to be upgraded with the Nanj 105 driver to get well regulated 2.8A draw.
At US$ 110.99 Buy it Now (for the bare flashlight), the Pandamimi store seems rather expensive. 
True, for the price premium there are more specs, one line of which says:
"(1) Bright: operating current 3000mA, brightness 100Lm".
Is there any value in those data? It would seem that their X9's need a NANJG 2.8A swap as well as mine, which I won on one of the more popular sites for US$ 28.51 (Buy it Now about $38 all the time).
For two weeks it has been around $35-36, it's fantastic how the price of this flashlight can change even the next day with several cents.
Everybody knows that
I have fed the Panda all of my 18650-18700 and also pairs of cr123a.
She still wants to eat!
Metric units, imperial units, Chinese units...
What next? 
The FannyFire above, and the FryRay equivalent, are really good throwers for the XM-L T6. I love mine! It is mounted on a Benjamin Marauder (quick release) for night time sorties.
Nice looking flashlight, old4570. The shorter length seems like a huge plus, for it.
Hey old4570:
I ordered the X9 after I saw yours at the last CPF meet, got it yesterday. My light had a flicker every 10s on HI mode which I knew from previous experience that the driver is faulty. True enough after running it on HI for another 10mins, the head wasn't even warm and the light shut down and never turned on again. I contacted the ebay seller for an exchange, real bummer because it'll cost me AU$25 to get it shipped to HK by Registered Mail. Apart from the questionable quality issues, I'm very impressed with the X9 and even bought another one for my younger brother. I just hope that the crappy driver is just a one-off and not a true representative of the quality of the X9.
I just changed out the driver to the kd 2.8a driver. I am getting 2.7a on high which was a huge gain over the 1a i was getting with the factory driver. However I am now having other issues. The spring on the new kd driver causes the battery to sit much longer and the tailcap won't even get close to screwing all of the way on :S I've clipped the spring on the driver down a little bit but still have a ways to go before I can get it to fit properly. Ordering flat top cells may help a bit but I am looking for other remedies.