How to end an affair?

Long story to make it short I have a girlfriend and she is engaged and both of us know what we are doing is a mistake but can't stop it , We both feel guilty to use our partners' trust but can't stop it and do it again and again behind their back.
Also I think my girlfriend is suspecting she think the same about her fiance so we want to find a way to end this affair before ruins our relationships.
How to end an affair?
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