We have a direct command from the Lord to not go among the Gentiles. [Matthew 10:5-6]
Does this qualify?????
I don't think it does. That command was given in a particular pre-death, pre-resurrection, pre-pentecost missionary situation. (In another place Jesus describes Himself as sent only to the lost sheep of the house of Israel.) The ministry to the Gentiles is a post-pentecost deal.
It's interesting to try to make that pre missionary journey instruction stay in force after Pentecost, but then we'd have to re-think Paul's missionary journey.
That reminds me: there were Jews in Rome, so even if the command DID apply, Peter's going to Rome would not necesarily be a violation of it, right?
Anyway, we're let with some evidence that Peter went to Rome and no evidence (so far) that he didn't. The preponderance, therefore, is that he did.