I would see what the next steps are going to be, and if the police are going to move forwards in any way, then I think you need to sort it out a bit.
However, going in there saying you lied and made it all up will not be a good move. Firstly, they won't believe you as they'll assume you've been coerced into retracting your statements. This happens a lot on domestic abuse situations so you'd have to really work hard for them to believe you. Secondly, if you do manage to get them to believe what you first wrote here, that you lied to get him back, you'll make yourself sound terrible and you'll be digging yourself a hole as if you are known to make malicious accusations for the purposes of revenge on an ex, well, what happens if you do then need to report something? Not ideal if you're in a dangerous situation and need police help immediately, if the police don't believe you is it?!
What you've written in your later posts makes the situation much clearer. You've been treated very badly and so have the children. He has been violent and abusive before, and sounds unpredictable and threatening.
I think you need to say that you got confused due to not sleeping and the stress of it all, and that you were on your way to a docs appointment to help for help for your mental health. Confused is the right word here. Confused about what happened when, and projecting previous events onto now. Not lying, not revenge, not you saying you fabricate accusations to get back at the ex. As that doesn't even sound like that's the whole story anyway, but sometimes people end up making themselves sound bad when they are the ones that need help, when they are actually being abused themselves. Tell them the fear was speaking and that you were afraid but now you've slept, and eaten, and are away from the threatening situation, you can see that you reacted really strongly due to this man's previous attacks on you, but that maybe it wasn't as bad as you perceived it to be right then and there.
Don't tell them that he's lovely and wonderful, or even that he's never hurt you or been bad to you, even speaking out of your guilt or trying to get them to believe that you need to change your statement. If they believe you, then the police will have the situation completely on its head, with you as the aggressor and he as the innocent victim. And to be honest, I think you might need the police to help you in the future, as this man doesn't sound nice at all.
Good luck. Don't be too hard on yourself. But please take steps to get help and to look after you and your children. You're going through it right now and need support, but it will get better in the end.