HP loss means whatever the people at the table decides it means. There is no bloodied status.
From the PHB (emphasis added)
Dungeon Masters describe hit point loss in different ways.
Which is followed by one way of describing it:
When your current hit point total is half or more of your hit point maximum, you typically show no signs of injury. When you drop below half your hit point maximum, you show signs of wear, such as cuts and bruises. An attack that reduces you to 0 hit points strikes you directly, leaving a bleeding injury or other trauma, or it simply knocks you unconscious.