I would like to delete photos from my iPhone but keep them in my cloud storage. Is there no way to do that?

No, you should save all photos that are important to you to your local computer.

iCloud Photo Library is for syncing, and is not your usual storage.

If you delete the photos from iPhone, it will also delete on iCloud and every other devices that uses the same Apple ID.

iCloud is for syncing, not for offline storage. So whatever you enable in Settings/iCloud will sync to iCloud, be it contacts, calendar, bookmarks - or photos. If you delete a photo from your phone it is deleted from iCloud. What you need is a cloud service that offers offline storage. Google Photos is an excellent solution, as is upthere.com. You can also use Dropbox, box.com, shutterfly and several others. These all will store your photos in their cloud, and let you view them online without them taking up space on your phone.

I know, it's not obvious. The two that I use, and am very happy with, are upthere.com and Google Photos. Each has its advantages. Upthere.com just stores your content, including photos, video and music. It has a camera app that uploads photos directly to your cloud storage, where you can organize it, as well as uploading content from your phone. Google Photos uploads your content in near real time, lets you edit and organize it, and, in addition it does its own organization based on location and time/date, creating new albums. It also will automatically create panoramas from images that are adjacent. It has facial recognition and organization features, and has a "This day in the past" where it will show you photos and albums that you have take from past photo sessions. With both you can create shared and private albums.

As I have a 256 GB iPhone 7+ I also use iCloud Photos, but its just for convenience. The other two do an excellent job.

If you have the photos on your computer and you use iTunes to sync to your iPhone and iPad, you can select only those photos (or none) that you want to sync to your iPhone and or iPad.