The aircraft never was called that at the time, the Army pilots who briefly flew it dubbed it the "Flying Fillet" instead. The association of "Bat" with XP-67 came, as far as I can discover, in a 14-minute film, Air Force Digest issue number 18 whose text blurb included this: "DID YOU KNOW - The Barracuda, the XP-67 Bat, the hot-rod XP-77, the hybrid XP-75 and the radical XP-55, ancestors of today's aircraft, each made important contributions to man's battle for supremacy of the sky." Where the "Moon" part came from, I'm not sure. I've heard various stories but I haven't found any hard evidence to support any particular one.