LOL Mine did the same thing. You don't know how many blinds I had to replace in my living room. Now that I'm at my new house they have their own room so thats where they stay while I'm at work. They can make the mess they want in their room
which is really not much of a mess just their toys all over the place.
You will have to keep him in a area where there is nothing around just his bed, toys, food & water or get a x-pen.