No Cologne!
Just clean is better, and use a scent of soap that is not very intrusive. I've said before, avoid Axe products... they are really terrible. Maybe if they used less scent it would be OK, the scents themselves are not horrible. Just too strong. Even women I know that do not have very sensitive noses find that brand offensive.
Aside from the genetic factor of sweat glands, there is also a difference between the scent of "fresh" sweat and "stale" sweat. Just sweating in and of itself is not terribly offensive. Your scent may not "work" for some women, but they probably will not be grossed out. I had a friend who when he would sweat I really did not care for it at all, but since we were not intimates I never bothered to mention it and I did not avoid his company or anything.