Sharpe Ratio calculation for Strategy

For a given data, Sharpe will be calculated as:

(mean return - risk free rate)/std dev.

Would the Sharpe ratio for a strategy be calculated as:

(mean return from the strategy - risk free rate)/standard dev?

Mean return from the strategy means only the mean of returns from the trades executed by the strategy.

Would this be the correct way to go about it? Or if I am missing something.