I don't know what Dmytry is doing, but it is possible to tell the difference. If I delete my comment, it is not visible on my user page. Whereas, if the moderators delete a comment, it vanishes in context (and its permalink shows "deleted comment"), but the contents are visible on the user page.

A few more details. If I delete my comment, its permalink is an error. I cannot seem to delete a comment without deleting its replies, while moderators can (and users could in the past). If I delete the reply and then the comment, the permalink shows a deleted comment (as if deleted by moderators), but it is not listed on my user page.