In tennis matches, it is more common to win games while serving rather than while the other player is serving. So, when both players are winning their own serve games (holding serve) the set is said to be "on serve." When a player wins a game as a receiver, that player is said to have broken the opponent's serve and is now "up a break." If the other player is able to "break back" the score again appears as if nobody lost their serve game, and the set is "back on serve."
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