Roma won thier Europa League tie 3-0 via goals from Pellegrini, Saud Abdulhamid and Mario Hermoso.
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An under pressure Pellegrini said afterwards: "It was important to win also for the standings and we did it.
"It was, as you said, a beautiful evening with the victory, with the performance, which was what the coach asked of us before the match, the continuity not only of the victories but above all of the performance to find a little bit of our identity and we are happy because we succeeded.
"It's obvious that it was a bit of a complicated period and it's always nice to be at home, to be able to score goals, to hear your name called by our fans. In short, I'd say it was a great evening."