Does God exist? What's the proof

I'm a sincere hindu, often devoted to lord vishnu too affectionately. He gave me purpose and clarity in life. However, a emotional incident happened in my life which made me lose everyone I know in my life. I resorted to worshipping lord krishna as he's the ultimate guide. But I didn't receive any guidance, left alone and got deserted.

This makes me wonder if god exists. I used to have a emotional connection previously, but seeing the recent circumstances, I don't believe his presence.

Talking about proofs: Take mahabharat for instance: what's the proof the war actually happened? Where were the palaces of the kauravas and pandavas? Where were the weapons which were used in the war? Also, in terms of ancestors worshipping gods, Can it be coincidence of event occurrence and prayer coinciding? Or an entirely made up concept to promote peace and harmony in the society?

When corrupt and unethical people excel in the world, why pray to a God who doesn't answer your prayers? I'd rather be a atheist than believe in God at this stage of life.