[Lovestrong.]

I'm no good at explaining things so this will probably make no sense but hopefully you'll get the main idea.
I've been with my boyfriend, for the benefit of this I'll call him Joe, for 3 months. Just last week I found out that he's been cheating on me for the entirety of our relationship. Well technically, I'm the one he's been cheating with as it turns out his so called ex girlfriend (Lucy) and him never broke up, they've been together for 2 years. Lucy's the one who told me. Joe's mum told Lucy that Joe was also seeing me a short while after she found out and Lucy very kindly informed me that Joe and herself were still together. Lucy of course was heartbroken, I genuinely feel really sorry for her because nobody deserves to be treated that way, cheated on after spending two years of your life with somebody. Anyway, Lucy showed me photos of herself and Joe at a safari and out for lunch. I knew these photos were taken recently due to clues in them - I wont bother explaining. I even asked Joe's mum and she confirmed that Joe and Lucy had never broken up. At this point of course I was devastated and eventually I confronted Joe. He cried like crazy and denied it at first then eventually admitted everything. However, he claims that he'd tried to leave Lucy but she just wouldn't accept the break up which I find ridiculous because if he really tried then why did he let her come to his house and why were they doing sexual things together. Apparently about two months ago was the last time they had sex but either way he was still with me at this point! He also says that his mum was the one who invited Lucy to lunch and the safari, however to me he looked rather happy being with her in those photos I saw. He claims he was just faking it for the camera but I don't know what to believe anymore.
On top of this I found messages on his phone between him and girls he's met online. These messages say things like "I cant wait for a cuddle" and "I get butterflies at the thought of meeting you". I confronted him about these too, he cried, messaged all the girls apologising for lying to them and admitting that he had a girlfriend, then deleted them all. This happened before I found out about the cheating so I let him off. He still allows me to check his phone whenever I want to make sure he's not doing it anymore. Surely this isn't the point though, I shouldn't have to check his phone, I should just be able to trust him :/
Anyway, I'm still with Joe right now. We were on a break for a short while but I decided to stay with him and get back together properly. Although I'm not certain if I've made the right decision. If anyone else was in my position I'd tell them to leave him, they deserve better. But I just cant bring myself to do that. I don't know why but I cant leave him, I want to be with him. He makes me happy, I feel comfortable with him, that's something I've never really had before. But I cant trust him, will that come back in time? He's just become a part of me and it's like that part is missing if I leave him, and I'm scared I'll just go back to how I used to be; I used to self harm, I don't want to go back to that, Joe has been helping me cope better with things rather than take them out on myself. Anyway, I just wondered what you guys would do? Or how I'm ever supposed to trust him again whilst I'm with him? I don't want our relationship to end, I really don't. I'm just so confused right now. I still can't believe this all happened.

Sorry for how long this is. I just wanted to make sure I included all the relevant information. Thanks for all your help.