Given that the server is not located near your computer, the answer is always going to be no.
When you connect to the server over the internet, it will take time for a package to go from your pc, to your ISP, to the ISP of the server to the server, and then back again to your pc following that same route.
This can mean that for each packet, it can take somewhere between 15ms and 50ms of time to communicate.
In internet, this is a huge delay, because that means that every movement you make in the game, somewhere between 0,1 and 0,5 seconds (in good conditions I may add) will happen before your keypress and a response is noticable.
Gaming requires quick responses so "streaming" a game is almost always going to be laggy if the host is not located in the same network as the pc. Not to mention that RDP does not offer proper hardware accelleration support causing the most advanced graphical games to not even run.
Now, there are games that are not dependend of quick moves, where this lag is tolerable, but these games will likely run fine on your computer too and for that reason excluded from this answer.