It sounds like you are describing what Steve McConnell called Waterfall with Subprojects. In this methodology, you waterfall through conceptualization, requirements engineering, and architectural design. Then, for every major component, you then proceed through a detailed design, coding, and testing phase. At the end, you integrate the components in a system testing phase.
Typically, this is done by multiple teams at the same time, each working on a separate component. However, because you were working alone, it probably resembled a more iterative approach. The key difference between Waterfall with Subprojects and a true iterative approach is when you do the integration. In Waterfall with Subprojects, it comes at the completion of all subprojects. With a truly iterative approach, it happens continuously and you are fully integrated at the end of every iteration.