Everything appeared to be going to plan until injury time in the first half.
We had the better of that first half and deserved the lead when Noureddine Naybet volleyed home from close range.
Arsenal weren't at the races in that first period but managed to equalise in the final seconds before forging ahead 3-1 in first quarter of the second half.
We hit back straight away for 3-2 and the scoring went 4-2, 4-3, 5-3 and finally 5-4.
Although showing great spirit and a never-say-die attiude, Head Coach Martin was rightly disappointed that defensive mistakes led to three of Arsenal's goals.
Martin declared: "At one moment I was very proud of my team, especially in the first-half.
"It's amazing, after working for just five or six days with them, to be pressurising Arsenal and to score the first goal.
"The equaliser was a bad moment as I told them that, if you are leading, you have to kill the game off until half-time.
"But when we came out for the second-half, it looked as though we weren't doing the same things.
"Arsenal are one of the best teams in Europe and if you score four goals against them we should have had a comfortable win. We were sloppy at times at the back.
"This was a match of making errors, big errors, and we lost the game.
"We gave them a very good game and I was happy about that but I have mixed feelings about it."
Martin Jol perhaps not surprisingly talked of mixed feelings after Saturday's amazing derby encounter against Arsenal.