Solution 1:

Grammatically it's fine, except that gym is not one of those institutions (like school and church) that doesn't need an article. So I go to the gym twice a week.

As regards meaning: it doesn't make sense. Having been is nearly always not just prior, but a cause or reason.

What you have written means approximately "Because I was already in shape, I go to the gym twice a week". If that's what you meant, then you said it. But it doesn't make much sense to me.