HDR or high dynamic range is for photos that could not be taken in one shot due to dark shadows and bright highlights. In this case, there was no need to make this image into a HDR. In fact you just about perfectly captured that door in one image! There is only a tiny bit of lost information in your blacks, however a small amount is quite normal as it is better to capture the detail in the highlights rather than the shadows as the human eye will naturally want to see information in the bright areas (when you lack this information or "blow" your highlights it often leads to discomfort in the viewer) To get this same look you could have crushed your blacks and increased contrast It looks almost identical.
To me this new image looks heavily processed, the blacks look destroyed (which a good portion of the black is in fact absolute black meaning you have actually LOST information compared to the original), and the contrast is too much now. Technically speaking I would say this is a step down from the original image, and that it probably could have been better to just go with traditional editing methods to get this identical look as creating HDRs tend to be time consuming but more importantly processor consuming meaning that it will take longer to do it this way.
So I decided to just do a fast edit, I fixed the exposure in the top right (where the rest of it was significantly darker and creating a weird effect in your images once you put all of this heavy editing on top of it) In edition to that segmented fix, I only lightly increased contrast and blacks. You'll notice that you can actually see the same level of detail, its just that in mine the detail is still "clean" and not heavy. I say clean because the pixels aren't showing- in your image what is happening is that your contrast is so strong that you are creating something similar to a banding effect. There are large groups of pixels in this image that are of almost identical value. What this means is that (specifically the dark areas) you are losing all the various colors inside of the grungy texture and making it look flat instead. My colors have a lot more depth.
Of course this can be what you're looking for, its just as a strong rule of thumb pixel destruction and overly increasing contrast are not things you want. In this case I would say it works if you are sampling textures from the door, however artistically / technically speaking I don't think it really works. The initial image in my opinion is a bit overdone, rusty door that is, and really could be done a bit more interestingly.