Optical readout of large Time Projection Chambers (TPCs) with multiple Gas Electron Multipliers (GEMs) amplification stages has shown to provide very interesting performances for high energy particle tracking. Proposed applications for low-energy and rare event studies, such as Dark Matter search, ask for demanding performance in the keV energy range. The performance of such a readout was studied in details as a function of the electric field configuration and GEM gain by using a $^{55}$Fe source within a 7 litre sensitive volume detector developed as a part of the R&D for the CYGNUS project. Results reported in this paper show that the low noise level of the sensor allows to operate with a 2~keV threshold while keeping a rate of fake-events lesser than 10 per year. In this configuration, a detection efficiency well above 95% along with an energy resolution ($sigma$) of 18% is obtained for the 5.9 keV photons, demonstrating the very promising capabilities of this technique.
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