It’s the night of storm Habib and I’m scurrying down the Embankment, umbrella inside out; destination Proud Cabaret Unleashed! At last the glowing pink lights of Proud Embankment emerge from the darkness and I join guests being warmly welcomed into the club by staff clad in high boots and black bodices.

Proud’s festive night-scene has launched a new show set to run until Christmas and potentially beyond. Tickets range from very reasonable restricted view (presumably a pillar but it’s a small venue) to the pricier 10 course chefs taster menu and VIP treatment with tables only feet away from the action. We sat three tables back from the thrust stage and enjoyed a three-course dinner but everyone has a decent view, whether you’re up on the balcony or just enjoying a drink on raised bar seats at ground level.

The atmosphere in the club is all smoke and stage lights with our host, Mistress Amy Black opening the show with a song before whipping the audience into shape. ‘The louder you cheer the more naked we get!’ Direction by Jessica Talbot-Smith is theatrical and light-hearted but there’s nothing light about the acts which are highly professional, including fire-eaters, aerialists and contortionists all delivered with an adult twist on their circus sisters. To translate, no one wears much in the way of clothes, though worry not, nipple tassels and leather thongs remain in place and everyone’s bodies are the kind of bodies that look better naked.

In the first Act, Mel Lee dressed in fantasy racing-car kit performs the sexiest of contortions with immaculate poise. She’s a cool customer with a classy stage presence - her pole work in the second Act putting pole dancers to shame with eye-watering flexibility and precision.

Luke Shaw Aka Luscious, described by MC Amy Black as ‘Our own bit of man meat’ had the audience gasping as he took to the sky on the aerial silks after strutting on stage and shaking out his locks. If you think you’ve seen this kind of skill at Cirque du soleil or similar, it’s another thing entirely when the performers take flight metres from your face, spinning through the air with inches to spare. Quite magical.

Shade Flamewater, a leather clad skinhead sets fire to his partners various body parts - and later ends up in a very precarious bucket on fire situation himself. But oddly, given that this is actually life-threatening, one of the most terrifying moments is watching Alenee Aisha, winner of ‘Fetish Performer of the Year’ spinning into the air suspended by her ponytail. Our neighbour insisted this was made possible through follicle strength training. Another suggestion was that it’s all about the perfect weight to follicle balance which seems more likely. Evidently not one to try at home. If you’re feeling like performing on the night there is a sexy dance off for audience members which was actually very funny on press night.

Be warned, there is a very strict information email sent out in advance but the staff on the night were exceptionally friendly and helpful. Whether you’re a Cabaret virgin or a regular, it’s hard to resist the irreverential tone of the night and the whirl of burlesque, acrobatics and kink. As our host explains, the intention is ‘to inspire you to go home and live your best lives and have some great sex.’

A festive night with an edge – not to be missed.