Christians are baptised by immersion into three persons

After His resurrection He promises in a pledge to His disciples that He will send them the promise of His Father; and lastly, He commands them to baptize into the Father and the Son and the Holy Ghost, not into a unipersonal God. And indeed it is not once only, but three times, that we are immersed into the Three Persons, at each several mention of Their names.

Tertullian
Against Praxeas
Chapter XXVI

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