welcome...
first give info on what x5 you have, model miles condition and service background if you know it.

You just put a list of parts basically, no tuning :p Tuning of the computer for more power is possible and available on this forum.
Just start reading bunch of posts and you will get an idea of what most others do and dont do for example putting an exhaust system on a diesel x5 is useless.

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2011 35d