Cheating!!! Advice please!!!

So my bf cheated on me a month ago. 
I found out cause I went on his phone to use Instgram and I saw that it was a different account than from his usual one , and I went to his messages and I saw that he has been messaging his ex girlfriend for half a year. 
My bf and I have been dating for 2 and a half years. 
We have been engaged for 9 months. 
After I found out he told me how sorry he was. He told me he wasn't messaging her for a week already. That he was already stopping. They wouldn't message constantly but they did message each other every so. often 
I asked him why he did it and he say he doesn't know why. He has no reason for it.  
They never did anything physically that I know of. He said he hasn't. 
But they have hung out once, she did go to his house just to see him but he said she didn't go inside.  
He was telling her that he loves her, he misses her. 
I read one of the messages that they were planning to have sex 
He told her that he wanted her to f*ck him. 
The first message that I ever saw them messaging was from Christmas and I found out in June. 
I don't know what to do because we planned to get married cause I'm going through he process of joining the air force. 
We had a perfect relationship , our sex life was perfect
We were perfect that I know of. 
And he keeps saying that he doesn't know why he did it 
That he didn't mean it when he said he loved her or he misses her. 
It's been 1 month since I found out and I'm still really confused on what to do. 
I asked him if he every though about me while he was doing and he said no. 
I need help cause I don't know what to do
I want to he with him. But I don't trust him at all 
We had everything planned together 
And now it's ruined. 
He wants to work on us but I'm not sure what to do.he thinks we will get better , he said he loves me. And I believed he loved before all this happened. I truly believed it did. 
I still think he does loved but idk what to do.  Some does that we are together we are fine but other days I get sad and think about all this we have bad days. 
Please help me!!! I need advice