There is no physical or archaeological evidence for Jesus; all existing sources are documentary. In other words the only evidence we have that Jesus isn't made up is Christianity pointing to the Bible and saying he was real.
We don't have a physical body for all historical figures. And the Bible isn't 1 "story." It's a collection of documents from different people. And there are documents outside of the Bible and Christianity (e.g. Jewish and Roman documents) that also document Jesus' existence. The debate isn't if he was real, it was if he was who he claimed to be.
Then why doesn't show up on the Roman census? The Roman's were VERY particular about the census, as that's how they determined taxes. The question of Jesus or fictional or not doesn't matter, anyway, what is important is the message.
*puts on sunglasses*