For the kinetic analysis and estimation of folding/unfolding rate constants, the individual transitions were grouped based on the states before and after the transition. It should be noted that in this analysis the states that were cut by blinking, photobleaching or terminated by the end of the experiment were not included. The probability of transitions between different states is reported in Supplementary Table S2. Dwell time histograms were then built for each group and were fitted with single-exponential function to extract the rate constants for each transition (Supplementary Figure S3). The obtained rate constants are summarized in Supplementary Table S3. Detailed procedures for thermodynamic analysis are provided in the Supplementary Data and Table S4.