Don't know how to let go of him??? Still love him??? HE CHEATED. You caught him and he said he was sorry. Should have been a game changer and he should have stopped and put ALL HIS ENERGY in making it up to you, his wife of 20 yrs. But did he do that??? Your post said he is still cheating not only emotionally and physically. As a survivor of a LTM with a lying cheat my advice is kick his butt to the curb. Call a lawyer and get rid of him as hard as it is. At least you know be very grateful for that. My X lied and said there was no one. He LIED...he had been having an affair with his now wife for 4 yrs.
I get that you love him, and are in a tough place but LOVE YOURSELF MORE. You deserve to be in a relationship where you are the only one. But if you still love him and can't live without him then stay in the marriage, and put up with his cheating ways and live with it.
Sometimes marriages can heal after an extra-marital event but not if the cheater keeps cheating.
Go to counseling, get some help to figure out what to do. Do you work? children?
Keep posting on these boards, everyone in some way has been through this. I guess my cynicism is very high on this. I made a FOOL out of myself trying to save a 26 yr marriage with my X, the cheater. Looking back it was so not worth it. Embrace yourself and get rid of him and start a new life.