Window computer reset?

I downloaded malware almost a week ago and got hacked then i reset my computer and re installed windows.
Then i installed all my games, back up files and more so basically got all my stuff back.

Tonight i left my pc on and then in the morning i shut it off, once i turned it on again it seemed like my pc factory reset it self except for some shortcut's on my desktop that was left.
I cheked my files and everything was gone and not a single thing left.
I was panicking and thought that this was some kind of nightmare.
I then restarted my pc and voila everything is back as if my pc didn't reset it self.

Wtf is going on with my pc?
Did i re install the malware?
I am sure i didn't install anything sketchy and only installed legit stuff.
My back up files were installed on a usb stick which i used to then install my back up files back on my pc.

I swear i think i'm going crazy or something cuss this some **bleep**ed up **bleep**.
Like my wallpaper set it self back to the windows wallpaper then back to my own custom one.