You should not stop taking proteins even on your day off, since you're burning calories doing something else, and u wanna keep your body in an anabolic state the whole time, so stick to your proteins on your days off.
It's not very hard to keep your body in a constant anabolic state. You just need to eat like a beast (I'm talking about real good food and not junk), constantly take proteins and amino acids, don't neglect your juice....and you can forget about "catabolic"