Fair enough. What type of evidence would you expect to see?
I'd refer you to my intro to this thread (go to the very top) as well as the excellent contributions by Brian and others. If the Exodus story were a reflection of reality, one would expect to find extra-biblical evidence such as Egyptian accounts as well as archeological discoveries in support of the story. This has not happened, and it is not for lack of trying.
If this kind of thing interests you, I recommend you obtain a copy of
The Bible Unearthed, Finkelstein and Silberman. Amazon has it.