Help please.

I know I'm going to sound really stupid but I don't know how to end my relationship with my fiancé. He has lied, cheated, and been abusive but every time I try to leave he pulls me back in again. I was so in love with him until the first time I saw I look in his eyes. A look that I had seen numerous times in my father's eyes before he came after me. I got so scared of my fiancé that I locked myself in the bathroom at the hotel we were at and cried for an hour.  After that experience I swore to myself that I wasn't going to stay in the relationship. But he swept me off my feet and I couldn't find a way to make myself leave.