When and how do you tell your parents you have had sex?

My boyfriend broke up with me after is dating for a year. We had a long distance realationship and after 7 months we had sex and we were each other's first it was amazing but now he broke up with me. I want to tell my parents the reason why I am having such a hard time getting over him bc they are worried bc I'm so depressed. But I don't know how to tell them that we had sex without them getting too mad...Please help.