Chakka, do you mean there's 'no proof' that the human now called Jesus Christ existed,or 'no proof' that he was a miracle worker etc? If the former, how do you explain Tacitus's account [Annals 15, chapter 14]? He is writing about the great fire of Rome in 61 AD. He says Nero blamed the Christians for it, and had Christians killed. Tacitus also says that the Christians took their name from Christus, their leader, and that Christus was put to death in Judea , and he gives particulars of whose reign in that was and who ordered the death.
Now, Tacitus would have been 7 at the time of the fire, so he grew up with the history of it. He was born in 56.
Which non-existent human was he referring to as Christus?
Anyway, it seems reasonable to think that the existence of 'Christians' does rather suggest that there was a human from whom they took the name. Why else would they be calling themselves Christians in 61 AD ?