Who says life isn’t a dress rehearsal? Saturday night at the Proms was just that for New York-born Marin Alsop, for when she returns to the Royal Albert Hall in two weeks’ time she will make Proms history as the first female conductor to preside over the Last Night. It should be an astonishing fact that no woman has yet brandished the exalted baton, but in such a male-dominated profession, it is sadly par for the course. Alsop’s impressive stewardship of the Orchestra of Age the Enlightenment on Saturday evening makes her an outstanding choice to close the season.

That said, this night of brooding German Romanticism got off to an unexceptional start. Having been the subject of so many authoritative interpretations from Toscanini to Klemperer, and wont to unfavourable comparisons, Brahms’s Tragic Overture lacked depth: the upper strings were simply too reedy and there was an uncharacteristic dearth of energy to its dramatic motifs.

Schumann’s Symphony No. 4 in D minor, Op. 120 (played here in its revised 1851 version) was, however, excellent, with Alsop’s direction delivering a taut interpretation. The Romanze was particularly well interpreted, and the orchestra’s reading of the elegant melody scored for oboe and solo cello was delectable. Orchestra leader Kati Debretzeni deserves particular credit: her triplet figures towards the end of the movement were liquid gold.

Like Schumann’s Fourth Symphony, Brahms’s great choral work A German Requiem treads the brittle tightrope of hope and despair. Less accomplished performances of the Requiem can seem laboured and lethargic, but Alsop’s interpretation – its first period-instrument performance – was cathartic, as it should be, and oddly festive. Soloists Henk Neven and Rachel Harnisch both gave stellar performances, especially the latter. This was soprano Harnisch’s Proms debut, and I can’t be alone in hoping it will be the first of many appearances in the Royal Albert Hall. Her measured delivery of the words “wieder sehen” (“I will see you again”) was a mournful, resonant and deeply affecting moment.

The highlight arrives towards the end: the defiant line “Denn wir haben hier keine bleibende Statt, sondern die zukünftige suchen wir!” (“For here have we no continuing city/but we seek one to come”) heralds the sea-change, and this dark mass for the dead becomes a paean to the triumph of everlasting life. The influence of the Bach chorale, itself used as the basis for this work, is in plain sight here, with a Bachian fugue emerging from the unrest. The Choir of the Enlightenment created a lavish soundworld; their ethereal, pillowy meshing of harmonies was sublime throughout, and deserved the particularly rapturous applause granted them by the audience.

With a programme of works that run the gamut of human emotion and underscore a raft of personal tragedies, from Schumann’s unsuccessful suicide attempt three years after the completion of the revised Symphony No. 4 to the death of Brahms’s mother just before he began writing the Requiem, this could have been a heavy evening. However, Alsop’s conducting style is efficient and precise, and this emphasis on clarity lent a Baroque sensibility to Brahms’s and Schumann’s towering Romantic works. Alsop also conducted the entire evening from memory, an impressive feat which imbued the performance with an appealing sense of organicism and spontaneity.

In the 1970s, Helen Thompson, then the manager of the New York Philharmonic, declared: “Women can’t conduct Brahms!” While it is of course unnecessary to say that Alsop proved her wrong – only a fool could surmise that interpreting the greatest works of the canon, and indeed any music, is a gender-specific occupation – I will say this: if we take Prom 47 as a dry run for the Last Night, it promises to be electrifying.