If you aren't the sole controller of your private keys, you don't have any bitcoins.
Of course, the OP now knows this!
My post is directed at those who can still learn from your (OP's) mistake, instead of having to make it themselves.
Take possession of your coins, and learn to secure your private keys people!
I earned those BTC from trading, and was still trading with them.
So this is why they were on the exchange.
If no BTC will stay on exchanges the market will just die.
Anyway, I did learn my lesson, but the question is if there is anything I can do to reach the thief.
The only details I have now is IP he/she used (which says nothing actually) and the BTC address to which it was sent.
The BTC are still in the address.