The Mystery of the Three Jumps in somerset (help and links please?)

On the A39 near the junction of Wood land is a sign pointing to “The Three Jumps”.

My boss told be the story of how it got its name but I am yet to find any information on it.

During the Monmouth rebellion a man was captured and given one last request before he was to be executed.

“I want to make three last jumps before I die.”

Seeing that he was surrounded and had no where to run, they granted it. The first two jumps went fine. On as he landed on the third he sprinted off into the woods and escaped.

The story tells that the never found him again. and the sign posted area was where he made the jumps.

Has anyone got any historical reference links to this story?