"So then it is not of him who wills, nor of him who runs, but of God who shows mercy" (Romans 9:16). God shows mercy, not earned by our efforts, because "it is not of him who wills, nor of him who runs." Our will power and works can never save us (Titus 3:5). God's mercy saves us.
God's mercy is Christ crucified for our sins. That is to say, the sacrificial death of Christ satisfies the demands of God's holiness and justice against our sin. God's justice is satisfied for sinners who trust in Christ alone for mercy and justification. "And He Himself is the propitiation for our sins, and not for ours only, but also for the whole world" (1 John 2:2).
God's mercy is our salvation. God transforms and renews the mind (Romans 12:1-2). Such a change enables us to repent. The word "repent" comes from two Greek words. Meta means change. Nous means mind. God's mercy leads us to repent (Romans 2:4).
God's mercy cleanses us from all sin (1 John 1:7). We confess our sins to God. He forgives us and cleanses us from all unrighteousness. "If we confess our sins, He is faithful and just to forgive us our sins and cleanse us from all unrighteousness" (1 John 1:9). Yes, God's mercy in Christ forgives and cleanses us from all sin.