"least worst" does not make sense. Correct is "least bad".

Least worst is an idiom, at least in America. It is used to describe what you indicate as the best choice out of a list off bad items. It is derived from the following kind of conversation. "Pick the item you want." "Wow, those are the worst set of choices I have ever seen!" "OK, choose the least worst one.". Eliot is right, it does not make sense, but it is often used in America. We do not need, or have, a similar term relating to good choices. "Best" already describes the highest level of "good" from a list of items. Most best would be redundant. In reality, "least worst" is the same as "best" even though all of the choices are terrible. As a comical aside, one of my cousins, when she was quite young, invented the word "bestest"! She thought there had to be another term in the series "good, better, best". Whenever someone told her, "You are the best!", she would reply "You are the bestest!".