Goals from Garry O'Connor, Sebastian Larsson, Kevin Phillips and Albert Fataki handed Blues victory and inflicted the Robins' first loss of their pre-season campaign.
Allen told the club's official website: "I thought our players showed a good attitude. I think we made some mistakes, and you get punished against those types of players. It was a great experience for our younger players and a good workout for our more senior ones.
"We've had a great pre-season. It's difficult after you get relegated, there can be clouds of doom and gloom but I think we've blown away the negative thoughts. No-one's feeling sorry for themselves, no-one's looking back into the past. We've moved on."
The Cheltenham boss completed a 72-mile bike ride prior to the clash to help raise some much needed funds for the club, riding from his home in Maidenhead to the Abbey Business Stadium before kick-off.
He added: "It was quite emotional when I entered the car park. I wasn't expecting that many people to be there. The supporters pushed themselves and made a big effort. I'm relieved it's done, but it now feels like there's a resurgence of optimism and confidence."