Balarama.

Balram is one character who always behaved in a ethical manner . He knew from the beginning that the war will not produce good results so he refused to take any sides .

Instead he tries his best to try and persuade all to accept peace . During the war he is appalled by the unethical behaviour of all warriors especially Krishna . 

Balaram is utterly disappointed and considers his life to be a failure as he has been unable to stop Krishna and his pupils Bheem and Duryodhan to follow ethical practices during the war .At the completion of the war he leaves them all and goes to Himalayas