fmpape, the cavalry don't count for victory banners - only the foot units do. I know your game was a while ago but thought I would mention it for others that read this.
Just completed the game with a tight 6-5 victory for the Slaves. To be honest though, they had quite a few opportunities to collect that last banner where the Romans were looking at all full health units and there was an open path on the Roman left flank for a unit of slave slingers to escape. Romans made a final error by not retreating into a camp hex which would have prevented their elimination on what turned out to be the final turn, though it probably wouldn't have changecd the results.
\\\\\\\"You may be able to convince me that I am wrong but you may NOT tell me that I am wrong without convincing me.\\\\\\\" - Fidel Castro