One way to diagnose this problem is to disconnect the battery, lay the cable next to it, and complete the circuit with an ammeter. The draw should be no more than 30-50 milliamps. I'll bet you get something around 500 ma. Disconnect the fuses one-by-one until you see a drop in current draw. That fuse will point you to the circuit that's at fault. Make sure the doors are closed and no lights are on in the car, such as in the glovebox or trunk.

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95 E320 Cabriolet, 169K