If you believe that Jesus really existed - on earth, in time, in our dimension - and walked alongside human beings; and if you believe he was crucified and resurrected - and that it wasn't all a hallucination - then it stands to reason that there could be evidence that all this happened, just as there can be evidence for anything else that happened in history. We have evidence that Julius Ceasar lived, ruled and conquered. I you believe that Jesus lived - and was resurrected - it is entirely plausible that there can be evidence, historical evidence. And there is.
Ironic though that some of the most obsessessed with evidence are people of faith.