Sorry for what happened to you but don’t blame yourself. They caught on you on your most vulnerable time. Some people might said that it’s your fault for being horny and greedy but these crooks are good manipulators, they are trained to cheat people’s money so, don’t feel bad about it.
Report them and cooperate with authorities. File all the complaints and let official organizations know you are one of the victims. Let’s hope developed countries are stricter when companies are registering as (trading or investment, financial) type of companies. Especially MT5 and MT4 platforms, where they allow anyone to use it without proper checking if those companies are legit or fake.