Hi! Have you checked your tap water for nitrite, ammonia, and nitrate? If not it's a good idea to do so to see where you're starting from.
My guess is that the danios were already sick or compromised when you got them. How did you acclimate them to the tank? If they died after 5 days and you're monitoring levels I doubt it's anything you've done, sounds like bad stock to me. Have you seen any nitrite in the tank yet or just ammonia?
ALso I'm assuming you're adding water conditioner/dechlorinator to the water prior to adding it to the tank and temperature matching the water? Just to cover all the bases.
Also what kind of danios?