think how having your story in the Police blotter or News will look.  Thanks to G2 for the real world legal costs of having to defend yourself.  
Yes, specialk, you are guilty of a crime, be it even if only misdemeanor solicitation for prostitution...  you claim you didn't solicit a known prostitute & they'll add making a false statement to Police.  They will twist anything you say, unless you show up with a lawyer (which will cost you).  
The assault bit can swing both ways & that's a felony.  You didn't hit her.  But if said pimp beats the crap out of her & they swear you did it...  you're left trying to prove you did not.  

At this point, you got out alive & even kept most of your money.  It would be nice to file a report in case they come back but I don't know if it can be done safely.  I would count yourself extreemly lucky & be super vigilant in case the perp or a buddy comes back.  Check your homeowners for vandalism coverage...  might be a good time to up coverage, install dead bolts reinforce door frames, add security features.  Moving would not be out of the question.  
H