I am currently creating an elite knight force to use in my setting. I am trying to make the CR6 by combining the Gladiator stats and Knight stats from the MM. This is what I have so far.

DRAGOON (elite knight)      Hit Points 126(19d8+60)

AC 18 (Plate); PROF +3; STR 18; DEX 12; CON 16; INT 12; WIS 12; CHA 15;

SPEED 30ft.; Saving Throws Str +7, Dex +5, Con +6, Wis +2; Skills Athletics +10; Passive Perception 12; Languages Common; CR 6 (2,300 XP);

Brave: advantage on saving throws against being frightened. Brute: a melee weapon deals one extra die of its damage when the dragoon hits with it.

ACTIONS

Leadership (recharges after a rest): For 1min., the dragoon can utter a special command or warning whenever a nonhostile creature that it can see within 30ft. of it makes an attack roll or saving throw. That creature can add 1d4 to its roll provided it can hear and understand the dragoon. A creature can benefit from only one leadership die at a time. This effect ends if the dragoon is incapacitated.

Multiattack: can make three melee attacks.

WEAPONS

Greatsword: Melee Weapon Attack +7 to hit, reach 5ft., one target. Hit: 11(2d6+4) slashing damage.

Heavy Crossbow: Ranged Weapon Attack +4 to hit, range 100/400ft., one target. Hit: 6(1d10+1) piercing damage.

OR

Spear: Melee Weapon Attack +7 to hit, reach 5ft. and range 20/60ft., one target. Hit: 6(1d6+4) piercing damage or 7(1d8+4) piercing damage if used with two hands to make a melee attack.

Shield Bash: Melee Weapon Attack +7 to hit, reach 5ft., one creature. Hit: 5(1d4+4) bludgeoning damage. If target is medium or smaller creature, it must succeed on a DC15 Str saving throw or be knocked prone.

REACTIONS

Parry: The dragoon adds 3 to its AC against one melee attack that would hit it. To do so, the dragoon must see the attacker and be wielding a melee weapon.

So my question is should I include the Brute feature or leave it out? I feel like that would give them too much damage but I'm not sure how much that contributed to the Gladiator's CR5 rating.

First, separate the attacks so I can understand them. 

Second, features that add damage normally include that damage in the attacks. 

Third, its CR calculates at 6 with or without Brute.  Defensive CR 6.  Offensive CR is a low 5 without Brute or a high 6 with it.