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A lot of the Old Testament is prophecy for the New Testament, and a lot of the New Testament is actually historically accurate, for example we know with relative certainty that Paul did exist and did write to countries across the Mediterranean/ Arabic Seas. There is less proof that Jesus exists but there is still proof, and proof of people existing that knew him furthers the argument. So with this established, you can begin to pick at all the miracles he worked and the sort.
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There is no proof of Jesus' existence. None. I've said this before, but even lacking proof there probably was a person named Jesus. There just isn't any proof.
All of the gospels (except Paul, and he never met Jesus) were written at least one generation after the events they were talking about, and were not written by the people who were said to have written them. The Romans had no documents of his execution, and there are no eye witness accounts.