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.
If it's worth saying, but not worth its own post, even in Discussion, it goes here.