"You're a strange one!"
( presumably meaning strange woman / female / person / human )
I get that quite often, accompanied by some kind of quizzical look.
I usually reply "Thanks, it's true." or something similar. It is one phrase which I prefer to take as a compliment, since it does indicate some recognition of the fact that I am different, which also offers the potential for better mutual understanding.
But strange, weird, unusual, different aren't in themselves derogatory terms, ret*d is.
tbh, if you say a strong "Thank you." to any insult, most people will be so confused it will shut them up.