To clarify the discrete nature of electrochemistry, single-entity electrochemistry of collision (SEEC) utilizes a confinement space in a nanoscale local electric field at a microscale electrode interface for characterizing single freely diffusing entities. This promising method provides new insights at the single entity level. However, the precise measurement is challenging because of the short residence time and wide current fluctuations caused by the dynamic and stochastic motion of a single entity at the interface of the electrode. Moreover, the enormous noise in the electrochemical system would submerge these weak transient electrochemical signals. To increase the signal-to-noise ratio, the low-pass filter (LPF) is often used but at the cost of lower temporal resolution. Therefore, a deeper understanding of the filtering effects on the electrochemical signal is required in SEEC. Here, we build a random walk model to simulate the dynamic electrochemical oxidation of individual silver nanoparticles (AgNPs) in the local electric field near the electrode. This model considers the effect of the effective potential during the interaction between NP and electrode. Results reveal that the shape of the signal is seriously distorted as the cutoff frequency (f c ) of LPF is set at <20 kHz. Due to the filtering effects, hundreds of subpeaks originating from the dynamic motion of NP are merged in a simple peak, which muddies our "believing" from the "seeing" signals. However, the entire interaction time of single NPs with the electrodes can be acquired at f c ≥ 10 kHz. Moreover, an integral charge of the signal is conserved at any LPF, which enables quantitative analysis of SEEC. Our understanding of the filtering effect on single AgNPs oxidation is generally applicable to nano-electrochemical techniques (e.g., nanopore electrochemistry and nanopipette sensing) that generate transient current signals.