As listed, your scale includes
E F♯ A B D E; you then add a remaining
F♯ A that is, strictly speaking, not necessary to determine this collection.
You have a pentatonic scale (so named because it has five notes), but more than that it's a rotation of the standard major pentatonic scale.
A normal major pentatonic scale with this collection starts on D:
D E F♯ A B D. But you rotate it to begin on E instead. Perhaps there's some name out there for this somewhere, otherwise we can just call it the second mode of the major pentatonic, "second mode" indicating that we rotate the collection to start on the second pitch.
One reason "that any three notes together sound really good" might be that this pentatonic collection is what we call anhemitonic, meaning there are no half steps. As such, no matter what pitches from the collection you play, there will never be a half-step dissonance within that subset.