The Gunners were run close by the hosts, winning 2-1 in the end.
Bacuna told HTTV, "We can be proud of that performance as a team, the way we played, and we fought until the end.
“Obviously it's not the result we wanted but we can be proud of how we played."
The midfielder went onto say that the atmosphere created by the Town supporters was excellent for the whole of the 90 minutes before the players were given a standing ovation at the full-time whistle.
“We've been playing well and the fans for the 90 minutes are behind us."