Cut your losses and run. As justamom said it was inconvenient but reallly an inexpensive lesson by comparison.
Your roomie didn't boil your bunny rabbit, kill you and place you under the kitchen or anything like that . . . Or even cost you unreal sums of cash.
As far as calling the police. Thats up to you but a felony convictionhas future repurcussions WAY beyind anything the guy has done to you. Thats like an angry girl friend trick. where she is pissed at a guy and then does something that has unforseen consequences.
I think it would give bad karma.
Runaway

IF you lost your security deposit . . well . . . sometimes that happens even when everything is perfect. Landlords are noted for looking for ways to keep that.