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I changed all my passwords. Should I go to my local police station to report it ?
You need to fully wipe that machine with a full format and reinstall and start from scratch. I never trust that a machine "cleaned" using antivirus or malware removal tools is 100% clean.
If you didn't use a reformated/reinstalled or different machine to modify your passwords, then I would do so immediately.
Thank you. I just changed my passwords again using my phone.
Not a wise choice even if you changed the passwords from the phone which is a different device there is a saying that once you have been hacked one time, in that same pc you can be many times. A format of your PC is absolutely needed here. And this time right after you install Windows again (if you don't want to change to Linux for better security) right after it install Iobit Malware fighter plus Avira Antivirus and a Antikeylogger like Zemana. Only after you do this go and install whatever wallet you like, but don't click suspicious links although chances are low when you have this tough security to be hacked.