Luna, you need help, so I want to second what others have said about contacting family services or a woman's shelter. Go to this website and see if there is a shelter near you. Or do web searches to find whatever support is near you. Whether they take you in or just help guide you through this, you need that extra help.
You can also try to look for family services near you. They may be able to help you with the police. The police sometimes wrongly think that they need more than your statement to protect you, but this is not so. Based on his prior conviction and your statement, they should be able to try to keep him away from you.
But the police can't keep an eye on you or him 24/7, so you may need to move. Do you have any family that could help you out? Or there is the possibility of moving to a shelter in another city, maybe?
If you can't find a shelter or family services, you can also try getting help from a local church, if there is one with a women ministry near you, but look for one with a woman leading that ministry. Unfortunately I have read and seen too many accounts of men pastors taking advantage of women in need. I myself have served in full-time Christian ministry, but would only meet with a woman in your situation if my wife was present every time.
But whatever you do, look for someone to help you through this. You need a human on your side and at your side. A crisis like this makes it very hard to think and see a way through. You need the moral support and guidance of a trusted person.
I hope this does not offend you, but I will be praying for you.