Around here (Brazil), during manifestations, the police will search every bag they can see. While the clothes alone are obviously "nothing", I wouldn't be surprised if they came up with bullshit reasons to take you away or keep a very close eye on you, or if some damning evidence "magically" appeared.
They will know you were probably at a protest, but they hopefully won't be able to tell you apart from other protestors. Hopefully they won't be able to tell who did what. If police know you were at the protest you may get a visit later or watched though