Like in the web world, full stack would be both frontend and backend. The frontend would be the part that interacts with the user (i.e. WinForms, Cocoa, GTK, etc. depending on your operating system and GUI library) and the backend would be code that interacts with the operating system, makes use of the network, manages the database, computes something interesting, etc.
A simple example would be to take a web project that you just built and bundle the backend and frontend together into an installer, have users download and install it, and only run it locally. If you know a user's platform, you could conceivably replace individual web components with native ones. Upon doing so, you have become a non-web full-stack developer.
In my world (systems development) we have full stack engineers too.
Full stack in my field usually means OS internals, which in itself is reasonably large, usually encompassing kernel structure, driver development, network stack, filesystems and HAL/kernel abstraction layers. Ontop of that it's expected that you know network programming and protocols (TCP, UDP but also stuff like HTTP, AMQP, 0mq etc), databases (including basic understanding of their internals too), also generally stuff like frameworks and APIs that are available.
I know "full stack" developers in the enterprise space too, which again doesn't have much to do with frontend/backend instead just deempasizes importance of kernel knowledge. In it's stead it's expected that they know internals of their VM (JVM or CLR), deep experience and internals of libraries like Hibernate, ASP.NET.
I guess what I am getting at is that the frontend/backend thing is a really web specific thing that though it does exist elsewhere there is much less emphasis is other fields on the actual distinction between the two.
To me being "full stack" only means that your experience encompasses the entire range of layers your project requires.
A simple example would be to take a web project that you just built and bundle the backend and frontend together into an installer, have users download and install it, and only run it locally. If you know a user's platform, you could conceivably replace individual web components with native ones. Upon doing so, you have become a non-web full-stack developer.