In the circuit shown you added an additional push switch S2, which short-circuits the thyristor.
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 Circuit with thyristor, ON and OFF switch. (Enlarge)  | 
      
 
 Circuit diagram with thyristor, ON and OFF switch.  | 
      
  
If you press S2, the LED1 turns off and remains off even when you release the pushbutton switch again.
With the pushbutton switch S2 closed, the thyristor is short-circuited. Only a small current flows through the thyristor. This current is below the so-called holding current. Thereby, the thyristor becomes non-conducting and remains in this state.
The state of the switched-off thyristor is referred to as OFF state
However, this circuit has disadvantages. More on that later...
In the next experiment you look at different thyristors...