Deleting a Filter or Value Field can be done in two ways (for simplicity's sake, filters and value fields will be referred to as elements).

Delete selected item

Select a row in the grid and click the "Delete selected item" button (text may vary depending on the selected language).

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This method will delete any editable elements represented by the row.

Delete a single filter using The Details panel

A more finely grained approach to deleting an element can be done by using the Details panel: select a row in the grid, expand the Details panel if it is collapsed, and click on the "Delete" button for the filter you want to delete:

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