Entities are inherently distinct.
As per the definition provided by the OED:
Entity
noun
- A thing with distinct and independent existence.
‘Church and empire were fused in a single entity’
The adjective you're looking for is "distinct".
Again, as per the definition found in the OED:
Distinct
adjective
- Recognizably different in nature from something else of a similar type.
‘there are two distinct types of sickle cell disease’
Conclusion
A list of distinct entities inherently means that no two objects in this list are completely equal to one another.
However, since the OED lists "entity" as inherently being distinct, means that you can consider "distinct entities" to be a pleonasm.
Following that logic, you should either call it a list of distinct objects or a list of entities. Both adequately describe what you are looking for.
But there's a catch...
The rest of this answer only applies to the field of programming. But I have a strong suspicion that that is the case for you. If it is not, then the previous conclusion is all you need to know.
A list of distinct items is a list where no two items are equal to eachother. You've already touched on this when you said
a group of entities having each entity only equal to itself.
However, in order to define whether two items are distinct or not, you must first define equality.
Take the following list of cars:
- A blue BMW X1
- A black BMW X5
- A red BMW X5
- A blue Mercedes CLA
It's impossible to give you a distinct list of items, if I don't know how you're observing equality.
- There are three distinct colors in the list (blue, black, red)
- There are two distinct makes in the list (Mercedes, BMW)
- There are three distinct models in the list (BMW X1, BMW X5, Mercedes CLA)
- There is one distinct mode of transportation in the list (a car)
Notice the recurring pattern:
[amount] distinct [marker for equality]
When you make a distinction based on color, you end up with distinct colors. When you make a distinction based on make, you end up with distinct makes. And so on...
Conclusion from a programming perspective
You should avoid using "entities", as it is too vague. You should use a noun that adequately describes how the distinction is made (= what is the distinction based on?)
If you're struggling to find a correct name for the distinction itself (e.g. you're considering an equality based on first name + birth year + number of children, the combination of which does not have an obvious name attached to it), then you are asking about something which is explicitly listed as off-topic for English.SE:
But please, don’t ask any questions about the following topics. They are out of scope for this site.
- Naming, including naming programming variables/classes
The correct answer in a programming context is therefore to use the adjective "distinct", which is a term that is already well established in the field of programming.