Sophie Daneman, Apollo's Fire: Cleveland Baroque Orchestra, Wigmore Hall

Visits from the pick of Europe’s Baroque orchestras – Concerto Köln, Europa Galante, Le Concert d’Astree, Les Musiciens du Louvre – are a blissfully frequent occurrence in London, an alternative and supplement to our own ever-growing roster of period talent. A tour by a North American ensemble is, by contrast, something of a rarity, and I can’t have been alone last night in hearing the much-lauded Apollo's Fire (otherwise known as the Cleveland Baroque Orchestra) live for the first time. “Hearing”, however, rather fails to encompass the visually charged, minutely stage-managed musical theatrics on display from Jeannette Sorrell and her irrepressible team of musicians.

When was the last time you went to a concert and a member of the violin section put down her violin and started dancing? I’ll bet it wasn’t too recently, and I’d also put money on the prospect inspiring a certain British cringe along with the natural curiosity. You quickly get the impression that self-consciousness doesn’t figure largely among the priorities of Sorrell’s ensemble. If Fabio Biondi and his team are the cocktails and canapés of Baroque music, Emmanuelle Haim and her musicians a red-wine-fuelled gathering of youthful intellectuals, then the Cleveland Baroque Orchestra are the all-night, come-one, come-all ragers from which glassware and guests emerge equally and comprehensively smashed.

A programme of “Fire and Folly” gave some clue as to the excesses to come, built around the loves and traumas of some of mythology and antiquity’s great women: Cleopatra, Persephone, Phaedra and Dido. Oddly the appearance these women – voiced with vivid if rather inconsistent vocal colour by Sophie Daneman – often heralded a period of restraint for the orchestra, a different ensemble in an accompanying role to their dynamic solo approach.

Such matter-of-fact tones worked well enough for “Cruelle mère des amours” from Rameau’s Hippolyte et Aricie and even for Purcell’s “When I am Laid in Earth” (though Daneman struggled vocally in this middle register), but failed to achieve the mesmeric magic that Cleopatra’s great prayer “Se pieta di me non senti” can possess if the balance of tempo and line are right. Similar in structural weight to “Scherza infida” from Ariodante, the aria requires the same long-game strategy, the same unwavering gaze, and failed to flourish here in the orchestra’s rather ponderous delivery.

Ponderous was not, however, an adjective that could be applied to the concert’s orchestral works. Opening with the Allegro from Vivaldi’s Concert Grosso in C (next time, might we please have the whole piece?), the orchestra walked the line between affected and utterly sensational, every phrase a Baroque curlicue dipped in gold and then embellished still further. The sense of shape and attention to detail continued into the Chaconne from Handel’s Il Pastor Fido, though to my mind this most beautiful of dance movements can take even more dip and sway without losing its rhythmic poise.

You get the impression that Vivaldi’s Trio Sonata arrangement of popular Baroque hit La folia (arranged for full string orchestra by Sorrell) is a particular showpiece for the CBO (pictured right), and they certainly give it one hell of a delivery. Jettisoning music and stands alike, the work opened with just cellos, bass and theorbo on stage, setting up the ground bass over which the work’s fiery variations would charge. Joined first by Sorrell at the harpsichord (high heels really are the enemy of theatrical entrances) and then by the upper strings, the work grew visually and aurally to full force before fragmenting into a series of interior dialogues and competitions as musicians moved freely about, facing off with one another and responding en masse to the musical gambits of the cellos. Finally, a violinist broke away, delivering a spirited Baroque dance rendition of two of the more florid variations. Entertaining it undeniably was, and perhaps it is my English restraint speaking when I hazard whether the music (played well) is not in itself quite enough of a party?

The concert marked the end of the Apollo's Fire's debut European tour, a tour evangelising the ensemble’s expressed belief in the Baroque philosophy of “Affekt” – the emotional character of music. Charismatic and boundlessly energetic, there is much to enjoy here, but Sorrell and her musicians do also risk becoming victims of their own enthusiasm. Both pace and tuning suffered at times, knocked off-centre by the attack of delivery, and the less said about a Neo-Baroque suite composed by orchestra’s principal cellist René Schiffer the better. This is Baroque music in its unbuttoned state – informal, occasionally even vulgar, but never, ever dull.

• See what's on at the Wigmore Hall this season
• Find the Cleveland Baroque Orchestra on Amazon
• Find Sophie Daneman on Amazon

The Cleveland Baroque Orchestra perform Vivaldi's La folia