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That's because when you turn off your Antivirus it allows you to download the file.
When you restart your PC, your Antivirus starts also and detects the file you downloaded while it was off, so it detects it again, then deletes it and reboots.
The file is safe, trust me, I know lots about virus. This one is clean.
Antivirus do not like cheat engine files because they have the ability to inject into other processes.
If you want to still use it, then you need to add it to your Antivirus as a trusted, excluded or allowed application.
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