Request a statement of transactions and submit a written complaint - through the club's personal account if they have one, or by registered mail with a delivery confirmation. In your complaint, specify exact dates and amounts of the charges, demand termination of the contract and a refund of the overpayment. Keep all screenshots of your correspondence - these are proof that you notified them of your intention to terminate the agreement.
If they keep charging you after receiving such a letter, that's no longer just negligence on their part - it's a violation of consumer protection laws. In that case, you can file a complaint with Rospotrebnadzor or sue them in court. The court will side with you if it's clear you tried to resolve the issue properly and they ignored you. Plus, in cases like this, there can be compensation awarded in your favor.
The main thing is everything has to be in writing with a date. They'll just deny any verbal agreements, same as they would a regular letter sent by mail. Get everything documented properly from the start, and you'll have solid ground in any conversation with them.