No, what you do is file a complaint explaining that you have lost money to a website which fraudulently misrepresented itself and claimed to be providing a legitimate service which you have since discovered was nothing but a ponzi-based scam.

That will be sufficient for the complaint to be sent to a department which handles financial fraud. As has been said, there are enough cases of these ponzi schemes now being pursued by law enforcement to warrant the effort of making a complain. Particularly so in this case as the website is still live, which suggests there is potential for more people to be defrauded, adding impetus to any investigation.