Euglena is an organism that shows both autotrophic and heterotrophic modes of nutrition. What is it actully called?

It is an autotroph because it carries out photosynthesis. (It is green like plants which are also autotrophs.)
Some Euglena are autotroph, still other are heterotroph. Some are autotroph in light while in dark they behave as heterotroph. They are called mixotrophs.