how to get out of a bad relationship?

I have not been able to get away from my ex boyfriend, he was physically and psychologically abusive, he takes drugs and is aggressive. I tried to change it in every way I could and never succeeded. He is extremely jealous and possessive, since we are not dating he spies on me and watches outside my house. I miss him and this situation hurts me, but 3 weeks ago he threatened to do very bad things to me for breaking up with him and said that I was going to suffer. I have anxiety due to threats and depression, my self-esteem is very low, I can't stand looking in the mirror and I don't do anything for myself.