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Out and back refers to the layout of a roller coaster. An out and back coaster is one that climbs a lift hill soon after leaving the station, races out to the far end of the track after the initial drop, performs a 180 degree turn and then returns to the station. Some out and back coasters perform more complicated turns at the far end of the track.
This particular design is very popular and is easy to design and construct. With an out and back design, the hills on the way "out" usually are quite large and gradually decrease in size. The hills on the way "back" are usually "bunny hops", or small hills created to maximize air-time.