You're looking for the strongest team possible ingame and want to know which Pokemon to use. Granted that I don't know what the rest of your team is, I will write a prioritized list of which to pick. In other words, if my first suggestion doesn't apply to your team, then I recommend my second suggestion, etc.
1. If you have an overwhelming weakness to a type that psychic covers, then add Delphox. No explanation needed. If you need psychic then add it.
2. If you are mega evolving Charizard into Charizard X, then use Charizard. Delphox's nature is literally the worst nature it could have. It is hurting itself. Charizard isn't supposed to be a physical Pokemon, but you have given it a largely physical moveset and nature. Charizard X can be run as a physical attacker, so it is worth using over Delphox due to stats.
3. Use Delphox. Since you're not mega evolving Charizard into Charizard X, Charizard has almost equally defective stat modifiers as Delphox. Despite this, you said you'd like a psychic type on the team, so why not?
It's also worth stating that this shouldn't matter for ingame purposes. Both species are ample firepower for ingame regardless of defective natures. Have fun playing with fire!