As you can see, Pierrot costumes were big during this era. Even Jazz bands dressed in costume. Click on the photos to hear these two bands.
Side Note: The Melody Boys play "The Sheik" 1919, two years before Valentino's film "The Sheik" became a big hit and the term "Sheik" was widely used for guys in the same way "Vamp" was used for women.
The Ten Knights play "My Man Rocks Me" 1924. So, I only count eight Knights in this photo?