Sounds like a really bad idea, the epoxy could be fine but the paint, wallpaper, plaster, dust, air etc that makes up the wall will fail. There's been a couple of people either posting or discussed on here with serious back injuries due to failing pull up bars not properly fixed.
I'm guessing you're either renting or not sure what's in the wall. Either way do it properly or not at all. You can always fill holes and paint over when you move out.