Both design patterns encapsulate an algorithm and decouple implementation details from their calling classes. The only difference I can discern is that the Strategy pattern
Strategies encapsulate algorithms. Commands separate the sender from the receiver of a request, they turn a request into an object.
If it's an algorithm, how something will be done, use a Strategy. If you need to separate the call of a method from its execution use a Command. Commands are often used when you queue up messages for later use, like a task or a transaction.