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Derivative Instruments (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jul. 29, 2017
Jul. 30, 2016
Jul. 29, 2017
Jul. 30, 2016
Jan. 28, 2017
Derivative Instruments, Gain (Loss) [Line Items]          
Length of time inventory sales hedged (in months)     12 months    
Period in which remaining unrealized gains or losses on intercompany inventory sales are recognized     12 months    
Foreign currency exchange forward contracts | Cash Flow Hedging          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Instruments, Gain (Loss) Recognized in OCI, Effective Portion, Net [1] $ (11,029) $ 7,422 $ (12,402) $ (1,960)  
Foreign currency exchange forward contracts | Cost of sales, exclusive of depreciation and amortization | Cash Flow Hedging          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net [2] 545 (204) 4,081 2,101  
Foreign currency exchange forward contracts | Other operating income, net | Cash Flow Hedging          
Derivative Instruments, Gain (Loss) [Line Items]          
Amount of Gain Recognized in Earnings, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net [3] 634 $ 259 1,161 $ 613  
Fair Value, Measurements, Recurring          
Derivative Instruments, Gain (Loss) [Line Items]          
Other current assets 146   146   $ 6,042
Accrued expenses 9,452   9,452   492
Level 2 | Fair Value, Measurements, Recurring          
Derivative Instruments, Gain (Loss) [Line Items]          
Other current assets 146   146   6,042
Accrued expenses $ 9,452   $ 9,452   $ 492
[1] The amount represents the change in fair value of derivative contracts due to changes in spot rates.
[2] The amount represents the reclassification from AOCL into earnings when the hedged item affects earnings, which is when merchandise is sold to the Company’s customers.
[3] The amount represents the change in fair value of derivative contracts due to changes in the difference between the spot price and forward price that is excluded from the assessment of hedge effectiveness and, therefore, recognized in earnings.