Should I give my longtime boyfriend another chance because i caught dressed in drag at a club?

My friends and I were going to the club friday evening just to hang out and just have fun, basically a girl's night out on town. We went to the club and we sat down at an table near the dance floor to look at people dancing. I dressed in an little black dress with black sandals heels for the night. My friends and I were talking when i noticed someone with a familar face walking to the dance floor and then i striked me it was my boyfriend. My boyfriend was dressed up as a girl from head to toe and he wore a denim mini skirt with an blue navy colored oxford shirt tied up with black leggings and makeup and a wig and lipstick, he also wore some very high heels that looked like was an 6 or 7 inch black stiletto loafer pump. He was with another guy in the club and they were dancing and the guy held his belly and my boyfriend rubbed his onto the guy's private part. I got up and went up to him and started yelling at him saying what the h-e-l-l-o are you doing ? I got so upset and i left the club and he followed me out. Outside he told me that he was not gay and he was just wanted to experience what's it like to be a girl. He also said that he was bi. I told him that he made me very upset and that I never wanted to see him because he embared me in front of my friends and because he made me cry. I left and drove away. He has been coming to my house dressed in normal male clothing asking for my forgiveness about like 5 times each day. He start coming to my house yesterday on sunday evening with a heart shaped box of chocolate and flowers and I didn't answer the door or the phone so he leaves it on the doorstep. He also left a message on my answer machine saying that he was straight and how he wanted to get married with me and have a future with me and have kids. Now I feel bad because i didn't answer the door or the phone. Should I give him another chance or should i just leave him ?? We were very close towards getting engaged when this happened, I mean we were dating for 5 years and I trusted him. What should I do ?? I feel very confused and I don't know what to do.