It's hard to say.
He should logically be in Mystic at all times going by the original manga, but it seems that he only went Mystic when he powered to fight Birus in the movie; I mean, we see that Gohan doesn't have a bang until he goes to fight Birus, so perhaps the bang was supposed to indicate that he went Mystic. But then again, he has a bang right before powering up, so I dunno. Note that Gohan originally wasn't Mystic in the movie at all; he went Super Saiyan to fight Birus in the trailer.
We see in DBS's first opening that Gohan's bang comes down when he powers up in Mystic; that might imply he only goes Mystic when he powers up to fight. Weirdly, he doesn't have a bang when he fights Birus in the show.