Close, multiply the power input by the COP to get the heat output, so for operating condition E 4700 W gets you 24,863 W (4700 * 5.29) of heat delivered to the pool.
You will also have to factor in the efficiency of your gas heater, which is typically 85-90%, so a 1Wh of gas will get you 0.85 kWh of heat delivered to your pool.
Also read the details of those specs, condition E is probably heating 80 degree water from 80 degree air. As the air temperature gets colder compared to the pool the efficiency will go down. But in your case it does look like the heat pump will be more economical.
Also keep in mind your typical gas heater (or at least the ones on this side of the pond) has 3-4 times the heating capacity of the typical heat pump. So even thought it might be more economical it will take longer to heat the pool.
(By the way having your gas measured in kWh makes the calculation somewhat easier. Our gas company bills by the "Therm" which is 100,000 British Thermal Units).