Hmm. these two points stuck out.
One, no this is not quite like being lesbian or gay etc. It's more like being a pedophile, no offence intended. I just mean that liking certain things is harming no one, while certain things hurt others. Sexual sadism can be hurtful. If it's just about giving you pain, then it's not necessarily bad. For you it might be, if you are not into it, but some can like pain and in that way, there still can be a healthy relationship. And please people, don't rant about such a relationship not being healthy, if it's got two willing adults, why not.
BUT if he likes giving you pain without your consent, say he's only getting turned on when you don't want it.. then there's a problem and it could get ugly. I suggest you do talk to him.. try to tell him how horrible he made you feel, and try to get him to be honest to you about if the element of you not being willing plays a part. If it does.. I wouldn't continue with him. I'm sorry, but that's just too dangerous. You never know where the line is drawn for him. Will he stop at cutting you up a little, or will he rape you one day when you don't want to have sex with him, or will he beat you, kill you even? Might sound extreme but this could be something hidden in the deepest of his fantasies. Tread carefully.
And if he's just a sadist, and gets off on giving you pain.. well then it's something you have to decide for yourself. Could you enjoy certain things, I mean you'd have to give him fine lines about what he can and can't do. Knives, tacks, slapping, biting, scratching, pinching, strangling? This kind of sex requires negotiation. And a lot of trust. Admittedly, the way he's treated you I wouldn't be able to trust him with this, and you should be careful what you do and talk, talk, talk with him. See for me.. knives are out of the question, or anyway most of the time. I mean, I don't like knives to begin with and it's easy to cut too deep. I can enjoy biting, pinching, slapping, scratching, even hard, but I hate strangling. That is something where's there no pleasure in for me. I like a bit of pain with my sex sometimes, actually I love it.. but I have clear lines of what I do and don't like, and while I am willing to try most things, I would not do anything with someone who's loving it doing those things to me without consent. No consent, no trust, no trust, no relationship. For me.
So think, talk and be careful. But my advice is to get away from him if he does just like doing it without consent. Then even, despite of loving him, I'd report it somewhere. Like, with your house doctor, general practitioner I think you call it. Someone has to know he did this, makes it easier to do something if and when he does it again. This brings me to my next point.
You saying that when you go to a counselor, they'll have to report him. Is that the way it works? How old are you, how old is he? I don't know how it works if you're minors, or if you just are. But generally, there's the, what do you call it? Doctor-patient confidentality?? It works for some counselors too, but if you go see anyone, I'd go see my GP. They can point in the right direction, and if you'd want to know before you tell his name, ask if they have to report these things or not. Be general, don't do into details if you don't want to. Just.. tell someone ok?
Again, be careful, and good luck and I hope I have given you decent enough advice.