That would depend entirely on what type of round you're using and what caliber it is.
For example, a .22 will almost never exit because it doesn't have enough velocity or mass.
A 9mm is about 50/50, but usually will not if it strikes bone. It also will not if you are using a hollow-point or glazier round.
With high velocity guns, the distance must increase significantly away from the target to NOT produce an exit wound. Lower caliber pistols or rifles might remain in the target due to the lower muzzle velocity the round will have exiting the gun. As the distance increase away from the target, the penetration of the round into the target is also lessened. This is true of the higher velocity round but the distance away from the target must increase by a multiple factor to see the impact on either exit wound or penetration depth. In the case of weapons like say a 50 Cal. sniper rifle, you would probably lose your ability to accurately hit the target before you achieve a range at which the round would not destroy the target. WB
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