Do you believe Julius Caesar existed? There's far less physical evidence for his existence than for Christ's. There's plenty of written documentation for Christ's existence, along with a lot of historical evidence that many, many early Christians died defending the faith. They certainly believed He existed. Many say they saw and heard Him. Others believed because their ancestors heard the truth and passed it down.
In 1000 years, how much evidence will there be that Abraham Lincoln existed? Likely, little to none...but WE know he did exist.
There is no historical evidence for Christ outside of the bible, of which, the earliest is dated to 55-65 CE. Well after his supposed death. Even most biblical scholars have given up trying to date the gospels prior to those dates so give up on them being writings of eye witnesses. No contemporary ever wrote a word about Christ, not a single word. Where is all this documentation you speak of? If he were a historic instead of a religious figure, it would have been concluded long ago that he did not ever exist.
Caesar on the other hand has mountains of support for his existence. Documents that he wrote, contemporary writings about him, contemporary art made in his likeness, it goes on and on. Jesus.... not so much.
People dieing for their faith proves nothing. Look at the 9/11 hijackers or any suicide bomber, by your logic that proves Islam.