The story of Jesus has evidence: Roman historians, Jews and archaeologists all prove that according to historical records, a man named Jesus was born in the Jewish city of Bethlehem and lived in Nazareth about 2,000 years ago. Later, all countries in the world set the year when Jesus was born as the first year of AD.
Moreover, Jesus was indeed executed by the Romans in Jerusalem. After Jesus died, his followers formed a new group and began to preach the gospel. Therefore, Jesus did come to the world, and the evidence is conclusive and beyond doubt.