Roman Praetorian Guard Cavalry equipment.

[jvrjenivs]

As a cavalryman you don't want a gladius, you would prefer the longer spatha.
As for pants 'historic enterprises' sells a good replica of the Thorsberg thousers, dating form the later Roman period. For my 1st century kit I prefer short leather trousers.
For a cavalry impression you can also go for closed calceii. But for off-the-shelf sandels I found the AER ones to be the best. Otherwise get some custom made or do it yourself following the tutorials by Matt Ampt and Jared Fleury.

And to be honest, I think I did a bit more research than looking at Trajans column only...
Good luck with your adventure.