This protest appears to be meant to evoke the EuroMaidan protests:
Russian artist Pyotr Pavlensky, known for his shocking protest stunts, is facing vandalism charges over a performance last year in support of Ukraine's pro-European protesters, news reports said.
... During the Feb. 23, 2014 performance in St. Petersburg, Pavlensky and some fellow activists re-enacted a scene from Ukraine's street protests — known as the Maidan movement — that brought down the country's Moscow-backed president, Viktor Yanukovych.
The performance, which involved erecting a mini-barricade of car tires and setting them on fire, lasted about 15 minutes before firefighters and police arrived to put out the flames and detain the activists, Russian media reported at the time.
http://www.themoscowtimes.com/news/news/article/russian-performance-artist-known-for-bloody-protests-charged-with-vandalism/519243.htmlPavlensky is the guy who nailed his scrotum to the cobblestones of Red Square.
On a snowless but chilly afternoon early in the Moscow winter, a 29-year-old man with a gaunt, emaciated face stepped on to the vast expanse of Red Square. He made his way to a spot on the cobblestones not far from the marble mausoleum housing the waxy corpse of Vladimir Lenin, and began to undress. In less than a minute, he was naked.
A video taken using a handheld camera and posted online moments later shows tourists gawping as he sits on the ground. A police car arrives, and an officer orders the man to get up. But the man cannot get up – because he is attached to the icy cobbles with a single, long nail that is driven through his scrotum and into the stones below.
http://www.theguardian.com/artanddesign/2014/feb/05/petr-pavlensky-nailed-scrotum-red-squareYou can see a photo of the naked Pavlensky nailed to Red Square at the link above. I would say that he must have had brass balls to do that, but that's clearly not the case.
Pavlensky has staged some bizarre protests over the last few years, including one where he sewed his mouth shut and one where he cut off his earlobe with a knife.