File reports with the FTC, FINRA, FBI, CFTC (Commodities Futures Trading Commission) and the Attorney Generals Office in the state you live in. All forms are available online. Let us know if you need links for where to find them.
Unfortunately there are thousands before you and there will be thousands after you who get scammed. Most of these scammers are in Mainland China, Laos and Cambodia and the US does not have the best relations with these countries. Its a long path to get your money back, sorry for your loss.