New Jersey’s Best Triathlon and the Most Exciting Open Water Swimming Race on the East Coast! Escape the Cape starts with a 12 foot jump off the Cape May-Lewes Ferry. The Escape the Cape Triathlon was voted the BEST TRIATHLON in the Mid-Atlantic & North East Regions. The 8th Annual Escape the Cape Triathlon & Open Water Classic offers Sprint and Olympic distance triathlons as well as a 3 Mile Swim. New Jersey’s Best Triathlon, Escape the Cape Triathlon & Open Water Classic, starts with a 12 foot jump off the Cape May-Lewes Ferry.