Everton's surprise 3-2 defeat to Crystal Palace on Wednesday put Wenger's men back in pole position to secure fourth in the Premier League and a place in next season's UEFA Champions League.
Although his side have displayed inconsistent form in recent months, Wenger takes heart from the fact they occupied top spot in the table for much of the campaign.
With Champions League qualification back in their hands and an FA Cup final against Hull City on the horizon, the Frenchman believes Arsenal can still end the season on a positive note.
"We have moved forward this season; we were 17 or 18 times top of the league," the 64-year-old said.
"We want to come out of the season and think we have given absolutely everything.
"We are in a crucial stage. Every game has a big impact so we just prepare massively well, and hope that results go for you.
"To play well, you need to have confidence. And confidence is better if your recent history is good."
Hull are Arsenal's opponents this weekend in a dress rehearsal for next month's cup final, with Wenger looking to extend a five-game winning run against Steve Bruce's men.
