There is no such thing as I already failed, says Rav Tzvi Mayer. Even if you are middle of an aveira, you have no excuse to "finish up". Stop yourself right there and then and your zechus (merit) is immeasurable!
Dovid HaMelech says in Tehilim (119:62) "Chatzos Leila Akum LiHodos Licha" - "in the middle of the night I will rise to praise you". Rav Tzvi Meir explains that this alludes to someone who is caught up in aveira. Do not give up and say next time I will be better. No, stop right now in the heat of the battle and you can earn the greatest reward. "Chatzos Leila", in the middle of the blackness of aveira, Akum LiHodos, I will get up and sing your praise!