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Risk Return Abstract rr_RiskReturnAbstract  
Registrant Name dei_EntityRegistrantName EQ ADVISORS TRUST
Prospectus Date rr_ProspectusDate May 01, 2025
EQ PIMCO Ultra Short Bond Portfolio  
Risk Return Abstract rr_RiskReturnAbstract  
Risk/Return [Heading] rr_RiskReturnHeading <span style="font-family:Arial;font-size:11pt;font-weight:bold;">EQ/PIMCO Ultra Short Bond Portfolio</span><span style="font-family:Arial;font-size:11pt;font-weight:bold;line-height:13pt;">  </span><span style="font-family:Arial;font-size:11pt;font-weight:bold;">— Class IB and Class K Shares</span>
Objective [Heading] rr_ObjectiveHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;margin-left:0%;">Investment Objective:</span>
Objective, Primary [Text Block] rr_ObjectivePrimaryTextBlock Seeks to generate a return in excess of traditional money market products while maintaining an emphasis on preservation of capital and liquidity.
Expense [Heading] rr_ExpenseHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;text-transform:uppercase;">Fees and Expenses of the Portfolio</span>
Expense Narrative [Text Block] rr_ExpenseNarrativeTextBlock The following table describes the fees and expenses that you may pay if you buy, hold, and sell shares of the Portfolio. The table below does not reflect any fees and expenses associated with variable life insurance contracts and variable annuity certificates and contracts (“Contracts”), which would increase overall fees and expenses. See the Contract prospectus for a description of those fees and expenses.
Shareholder Fees Caption [Text] rr_ShareholderFeesCaption <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Shareholder Fees</span> <br/><span style="color:#000000;font-family:Arial;font-size:10pt;">(fees paid directly from your investment)</span>
Operating Expenses Caption [Text] rr_OperatingExpensesCaption <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Annual Portfolio Operating Expenses</span><span style="color:#000000;font-family:Arial;font-size:10pt;">(expenses that you pay each year as a percentage of the value of your investment)</span>
Fee Waiver or Reimbursement over Assets, Date of Termination rr_FeeWaiverOrReimbursementOverAssetsDateOfTermination <span style="font-family:Arial;font-size:8pt;">April 30, 2026</span>
Portfolio Turnover [Heading] rr_PortfolioTurnoverHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;text-transform:uppercase;">Portfolio Turnover</span>
Portfolio Turnover [Text Block] rr_PortfolioTurnoverTextBlock The Portfolio pays transaction costs, such as commissions, when it buys and sells securities (or “turns over” its portfolio). A higher portfolio turnover rate may indicate higher transaction costs. These costs, which are not reflected in annual fund operating expenses or in the Example, affect the Portfolio’s performance. During the most recent fiscal year, the Portfolio’s portfolio turnover rate was 77% of the average value of its portfolio.
Portfolio Turnover, Rate rr_PortfolioTurnoverRate 77.00%
Expense Example [Heading] rr_ExpenseExampleHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Example</span>
Expense Example Narrative [Text Block] rr_ExpenseExampleNarrativeTextBlock This Example is intended to help you compare the cost of investing in the Portfolio with the cost of investing in other portfolios. The Example assumes that you invest $10,000 in the Portfolio for the periods indicated, that your investment has a 5% return each year, that the Portfolio’s operating expenses remain the same, and that the Expense Limitation Arrangement is not renewed. This Example does not reflect any Contract-related fees and expenses including redemption fees (if any) at the Contract level. If such fees and expenses were reflected, the total expenses would be higher. Although your actual costs may be higher or lower, based on these assumptions, whether you redeem or hold your shares, your costs would be:
Strategy [Heading] rr_StrategyHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;text-transform:uppercase;">Investments, Risks, and Performance</span><span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Principal Investment Strategy</span>
Strategy Narrative [Text Block] rr_StrategyNarrativeTextBlock The Portfolio invests at least 80% of its net assets in a diversified portfolio of fixed income instruments of varying maturities, which may be represented by forwards or derivatives such as options, futures contracts or swap agreements. The Portfolio invests in investment grade U.S. dollar denominated securities that are rated Baa or higher by Moody’s Investors Service, Inc. (“Moody’s), or equivalently rated by Standard & Poor’s Ratings Services (“S&P”) or Fitch Ratings Ltd. (“Fitch”), or, if unrated, determined by the Sub-Adviser to be of comparable quality. The Portfolio invests in a variety of fixed income investments, including securities issued or guaranteed by the U.S. Government, its agencies or government-sponsored enterprises (“U.S. Government Securities”); corporate debt securities of U.S. issuers, including corporate commercial paper; 144A bonds; mortgage-backed and other asset-backed securities, including collateralized mortgage obligations; and loan participations and assignments. The Sub-Adviser will seek to add value by emphasizing market sectors and individual securities that, based on historical yield relationships, represent an attractive valuation. The average portfolio duration of this Portfolio will vary based on the Sub-Adviser’s forecast for interest rates and will normally not exceed one year, as calculated by the Sub-Adviser. Duration is a measure used to determine the sensitivity of a security’s price to interest rates. Typically, a bond portfolio with a low (short) duration means that its value is less sensitive to interest rate changes, while a bond portfolio with a high (long) duration is more sensitive. Subject to applicable law and any other restrictions described in the Portfolio’s Prospectus or Statement of Additional Information, the Portfolio may invest without limitation in derivative instruments such as options, futures contracts or swap agreements. The Portfolio intends to use derivatives for a variety of purposes, including as a substitute for investing directly in securities, as a hedge against interest rate risk and to attempt to enhance returns. The Portfolio’s investments in derivatives transactions may be deemed to involve the use of leverage because the Portfolio is not required to invest the full market value of the contract upon entering into the contract but participates in gains and losses on the full contract price. The use of derivatives also may be deemed to involve the use of leverage because the heightened price sensitivity of some derivatives to market changes may magnify the Portfolio’s gain or loss. It is not expected, however, that the Portfolio will be leveraged by borrowing money for investment purposes. The Portfolio’s investments in derivatives may require it to maintain a percentage of its assets in cash and cash equivalent instruments to serve as margin or collateral for the Portfolio’s obligations under derivative transactions. The Portfolio may seek to obtain market exposure to the securities in which it primarily invests by using investment techniques such as “sale-buyback” or “dollar roll” transactions. In sale-buyback and dollar roll transactions, the Portfolio sells a security to another party and simultaneously agrees to repurchase the same security (in the case of a sale-buyback) or a similar, but not the same, security (in the case of a dollar roll) on a specified date and predetermined price. The Portfolio may purchase or sell securities on a when-issued, delayed delivery or forward commitment basis. The Portfolio may also invest up to 10% of its total assets in preferred securities. The Sub-Adviser may sell a security for a variety of reasons, including to invest in a company believed by the Sub-Adviser to offer superior investment opportunities. lf a security is downgraded, the Sub-Adviser will reevaluate the holding to determine what action, including the sale of such security, is in the best interest of investors.
Risk [Heading] rr_RiskHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Principal Risks</span>
Bar Chart and Performance Table [Heading] rr_BarChartAndPerformanceTableHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Risk/Return Bar Chart and Table</span>
Performance Narrative [Text Block] rr_PerformanceNarrativeTextBlock The bar chart and table below provide some indication of the risks of investing in the Portfolio by showing changes in the Portfolio’s performance from year to year and by showing how the Portfolio’s average annual total returns for the past one, five and ten years through December 31, 2024, compared to the returns of a broad-based securities market index.The additional securities market index shows how the Portfolio's performance compared with the returns of another index that has characteristics relevant to the Portfolio's investment strategies. Past performance is not an indication of future performance.The performance results do not reflect any Contract-related fees and expenses, which would reduce the performance results.
Performance Information Illustrates Variability of Returns [Text] rr_PerformanceInformationIllustratesVariabilityOfReturns <span style="font-family:Arial;font-size:10pt;margin-left:0%;">The bar chart and table below provide some indication of the risks of investing in the Portfolio by showing changes in the Portfolio’s performance from year to year and by showing how the Portfolio’s average annual total returns for the past one, five and ten years through December 31, </span><span style="font-family:Arial;font-size:10pt;">2024, compared to the returns of a broad-based securities market index.</span>
Performance Additional Market Index [Text] rr_PerformanceAdditionalMarketIndex <span style="font-family:Arial;font-size:10pt;">The additional securities market </span><span style="font-family:Arial;font-size:10pt;margin-left:0%;">index shows how the Portfolio's performance compared with the returns of another index that has characteristics relevant to the </span><span style="font-family:Arial;font-size:10pt;">Portfolio's investment strategies. </span>
Performance Past Does Not Indicate Future [Text] rr_PerformancePastDoesNotIndicateFuture <span style="font-family:Arial;font-size:10pt;">Past performance is not an indication of future performance.</span>
Bar Chart [Heading] rr_BarChartHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Calendar Year Annual Total Returns — Class IB</span>
Bar Chart Does Not Reflect Sales Loads [Text] rr_BarChartDoesNotReflectSalesLoads <span style="color:#000000;font-family:Arial;font-size:10pt;">The performance results do not reflect any Contract-related fees and expenses, which would reduce the performance results.</span>
Bar Chart Closing [Text Block] rr_BarChartClosingTextBlock Best quarter (% and time period)2.91%2020 2nd QuarterWorst quarter (% and time period)-2.54%2020 1st Quarter
Performance Table Heading rr_PerformanceTableHeading <span style="color:#000000;font-family:Arial;font-size:10pt;font-weight:bold;">Average Annual Total Returns</span>
EQ PIMCO Ultra Short Bond Portfolio | Risk Lose Money [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock The value of your investment may fall, sometimes sharply, and you could lose money by investing in the Portfolio.
EQ PIMCO Ultra Short Bond Portfolio | Risk Not Insured Depository Institution [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock An investment in the Portfolio is not a deposit of a bank and is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.
EQ PIMCO Ultra Short Bond Portfolio | Market Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Market Risk The Portfolio is subject to the risk that the securities markets will move down, sometimes rapidly and unpredictably, based on overall economic conditions and other factors, which may negatively affect Portfolio performance. Securities markets also may experience long periods of decline in value. The value of a security can be more volatile than the market as a whole and can perform differently from the market as a whole. Any issuer of securities may perform poorly, causing the value of its securities to decline. Poor performance may be caused by a variety of factors, such as poor management decisions; reduced demand for the issuer’s goods or services; competitive pressures; negative perception in the marketplace; loss of major customers; strategic initiatives such as mergers or acquisitions and the market response to any such initiatives; and the historical and prospective earnings of the issuer. The value of a security also may decline due to general market conditions, such as real or perceived adverse economic or political conditions, inflation rates and/or investor expectations concerning such rates, changes in interest rates, recessions, or adverse investor sentiment generally. During a general downturn in the securities markets, multiple asset classes may decline in value simultaneously. Even when securities markets perform well, there can be no assurance that the investments held by the Portfolio will increase in value along with the broader market. Changes in the financial condition of (or other event affecting) a single issuer can impact an individual sector or industry, or the securities markets as a whole. The value of a security also may decline due to factors that affect a particular sector or industry, such as tariffs, labor shortages, or increased production costs and competitive conditions within the sector or industry. Geopolitical events, including acts of terrorism, tensions, war or other open conflicts between nations, or political or economic dysfunction within nations that are global economic powers or major oil or other commodities producers, may lead to overall instability in world economies and markets generally and have led, and may in the future lead, to increased market volatility and may have adverse long-term effects. World markets, or those in a particular region, may all react in similar fashion to economic, political or other developments. Events such as environmental and natural disasters or other catastrophes, public health crises (such as epidemics and pandemics), social unrest, and cybersecurity incidents, and governments’ reactions (or failure to react) to such events, could cause uncertainty in the markets and may adversely affect the performance of the global economy. Impacts from climate change may include significant risks to global financial assets and economic growth. The extent and duration of such events and resulting market disruptions could be substantial and could magnify the impact of other risks to the Portfolio. The value and liquidity of the Portfolio’s investments may be negatively affected by developments in other countries and regions, whether or not the Portfolio invests in securities of issuers located in or with significant exposure to the countries or regions directly affected. Changes in government or central bank policies, changes in existing laws and regulations, and political, diplomatic and other events within the United States and abroad could cause uncertainty in the markets, may affect investor and consumer confidence, and may adversely impact financial markets and the broader economy, perhaps suddenly and to a significant degree. High public debt and deficits in the United States and other countries create ongoing systemic and market risks and policymaking uncertainty and may negatively affect economic conditions and the values of markets, sectors and companies in which the Portfolio invests. In addition, markets and market participants are increasingly reliant on information data systems. Inaccurate data, software or other technology malfunctions, programming inaccuracies, unauthorized use or access, and similar circumstances may impair the performance of these systems and may have an adverse impact upon a single issuer, a group of issuers, or the market at large. Furthermore, impacts from the rapidly growing use of artificial intelligence technologies, including by market participants, may include significant risks to global financial markets.
EQ PIMCO Ultra Short Bond Portfolio | Interest Rate Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Interest Rate Risk Changes in interest rates may affect the yield, liquidity and value of investments in debt securities or other income-producing securities. Changes in interest rates also may affect the value of other securities. When interest rates rise, the value of the Portfolio’s debt securities generally declines. Conversely, when interest rates decline, the value of the Portfolio’s debt securities generally rises. Typically, the longer the maturity (i.e., the term of a debt security) or duration (i.e., a measure of the sensitivity of a debt security to changes in market interest rates, based on the entire cash flow associated with the security) of a debt security, the greater the effect a change in interest rates could have on the security’s price. Thus, the sensitivity of the Portfolio’s debt securities to interest rate risk will increase the greater the duration of those securities. Changes in government or central bank monetary policy may have a substantial and immediate impact on interest rates, which could result in losses to the Portfolio.
EQ PIMCO Ultra Short Bond Portfolio | Credit Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Credit Risk The Portfolio is subject to the risk that the issuer or guarantor of a fixed income security, or the counterparty to a transaction, is unable or unwilling, or is perceived as unable or unwilling, to make timely interest or principal payments or otherwise honor its obligations, or defaults completely, which may cause the Portfolio’s holdings to lose value. The downgrade of a security’s credit rating may decrease its value. Lower credit quality also may lead to greater volatility in the price of a security and may negatively affect a security’s liquidity. The credit quality of a security can deteriorate suddenly and rapidly. The Portfolio may experience a significant or complete loss on a fixed income security or a transaction.
EQ PIMCO Ultra Short Bond Portfolio | Investment Grade Securities Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Investment Grade Securities Risk Securities rated in the lower investment grade rating categories (e.g., BBB or Baa) are considered investment grade securities, but may have more risk than higher rated obligations because they are regarded as having only an adequate capacity to pay principal and interest, are considered to lack outstanding investment characteristics, and may possess certain speculative characteristics.
EQ PIMCO Ultra Short Bond Portfolio | Mortgage-Related and Other Asset-Backed Securities Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Mortgage-Related and Other Asset-Backed Securities Risk Declines in the credit quality of and defaults by the issuers of mortgage-related and other asset-backed securities or instability in the markets for such securities may decrease the value of such securities, which could result in losses to the Portfolio, and may reduce the liquidity of such securities and make such securities more difficult to purchase or sell at an advantageous time and price. In addition, borrowers may default on the obligations that underlie mortgage-related and other asset-backed securities. The risk of defaults by borrowers generally is greater during times of rising interest rates and/or unemployment rates. The impairment (or loss) of the value of collateral or other assets underlying mortgage-related and other asset-backed securities will result in a reduction in the value of the securities. Certain collateral may be difficult to locate in the event of default, or may be lost, and recoveries of depreciated or damaged collateral may not fully cover payments due on such collateral. Asset-backed securities may not have the benefit of a security interest in collateral comparable to that of mortgage assets, resulting in additional credit risk. Furthermore, mortgage-related and other asset-backed securities typically provide the issuer with the right to prepay the security prior to maturity. During periods of rising interest rates, the rate of prepayments tends to decrease because borrowers are less likely to prepay debt (such as mortgage debt or automobile loans). Slower than expected payments can extend the average lives of mortgage-related and other asset-backed securities, and this may “lock in” a below market interest rate and increase the security’s duration and interest rate sensitivity, which may increase the volatility of the security’s value and may lead to losses. During periods of falling interest rates, the rate of prepayments tends to increase because borrowers are more likely to pay off debt and refinance at the lower interest rates then available. Unscheduled prepayments shorten the average lives of mortgage-related and other asset-backed securities and may result in the Portfolio’s having to reinvest the proceeds of the prepayments at lower interest rates, thereby reducing the Portfolio’s income. Mortgage-backed securities issued in the form of collateralized mortgage obligations (“CMOs”) are collateralized by mortgage loans or mortgage pass-through securities. In periods of supply and demand imbalances in the market for CMOs or in periods of sharp interest rate movements, the prices of CMOs may fluctuate to a greater extent than would be expected from interest rate movements alone. CMOs and other mortgage-backed securities may be structured similarly to collateralized debt obligations and may be subject to similar risks.
EQ PIMCO Ultra Short Bond Portfolio | Variable and Floating Rate Securities Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Variable and Floating Rate Securities Risk The market prices of securities with variable and floating interest rates are generally less sensitive to interest rate changes than are the market prices of securities with fixed interest rates. Variable and floating rate securities may decline in value if market interest rates or interest rates paid by such securities do not move as expected. Conversely, variable and floating rate securities will not generally rise in value if market interest rates decline. Certain types of floating rate securities may be subject to greater liquidity risk than other debt securities.
EQ PIMCO Ultra Short Bond Portfolio | Derivatives Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Derivatives Risk The Portfolio’s investments in derivatives may rise or fall in value more rapidly than other investments and may reduce the Portfolio’s returns and increase the volatility of the Portfolio’s net asset value. Investing in derivatives involves investment techniques and risk analyses different from, and risks in some respects greater than, those associated with investing in more traditional investments, such as stocks and bonds. Derivatives may be leveraged such that a small investment can have a significant impact on the Portfolio’s exposure to stock market values, interest rates, or other investments. As a result, a relatively small price movement in a derivatives contract may cause an immediate and substantial loss, and the Portfolio could lose more than the amount it invested. Some derivatives can have the potential for unlimited losses. In addition, it may be difficult or impossible for the Portfolio to purchase or sell certain derivatives in sufficient amounts to achieve the desired level of exposure, or to terminate or offset existing arrangements, which may result in a loss or may be costly to the Portfolio. Some derivatives are more sensitive to market price fluctuations and to interest rate changes than other investments. Derivatives may not behave as anticipated by the Portfolio, and derivatives strategies that are successful under certain market conditions may be less successful or unsuccessful under other market conditions. The Portfolio also may be exposed to losses if the counterparty in the transaction is unable or unwilling to fulfill its contractual obligation. In certain cases, the Portfolio may be hindered or delayed in exercising remedies against or closing out derivatives with a counterparty, resulting in additional losses. Derivatives also may be subject to the risk of mispricing or improper valuation, and valuation may be more difficult in times of market turmoil. Changes to the regulation of derivatives markets and mutual funds’ use of derivatives may impact the Portfolio’s ability to maintain its investments in derivatives, make derivatives more costly, limit their availability, adversely affect their value or performance, or otherwise disrupt markets.
EQ PIMCO Ultra Short Bond Portfolio | Liquidity Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Liquidity Risk From time to time, there may be little or no active trading market for a particular investment in which the Portfolio may invest or is invested. In such a market, the value of such an investment and the Portfolio’s share price may fall dramatically. Illiquid investments may be difficult or impossible to sell or purchase at an advantageous time or price or in sufficient amounts to achieve the Portfolio’s desired level of exposure. To meet redemption requests during periods of illiquidity, the Portfolio may be forced to dispose of investments at unfavorable times or prices and/or under unfavorable conditions, which may result in losses or may be costly to the Portfolio. Investments that are illiquid or that trade in lower volumes may be more difficult to value. The Portfolio also may not receive its proceeds from the sale of certain investments for an extended period of time. Certain investments that were liquid when purchased may later become illiquid, sometimes abruptly, particularly in times of overall economic distress or adverse investor perception. An inability to sell a portfolio position can adversely affect the Portfolio’s value or prevent the Portfolio from being able to take advantage of other investment opportunities. During periods of market stress, an investment or even an entire market segment may become illiquid, sometimes abruptly, which can adversely affect the Portfolio’s ability to limit losses. In addition, a reduction in the ability or willingness of dealers and other institutional investors to make a market in certain securities may result in decreased liquidity in certain markets.
EQ PIMCO Ultra Short Bond Portfolio | Portfolio Management Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Portfolio Management Risk The Portfolio is subject to the risk that strategies used by an investment manager and its securities selections fail to produce the intended results. An investment manager’s judgments or decisions about the quality, relative yield or value of, or market trends affecting, a particular security or issuer, industry, sector, region or market segment, or about the economy or interest rates, may be incorrect or otherwise may not produce the intended results, which may result in losses to the Portfolio. In addition, many processes used in Portfolio management, including security selection, rely, in whole or in part, on the use of various technologies. The Portfolio may suffer losses if there are imperfections, errors or limitations in the quantitative, analytic or other tools, resources, information and data used, or the analyses employed or relied on, by an investment manager, or if such tools, resources, information or data are used incorrectly, fail to produce the desired results, or otherwise do not work as intended. There can be no assurance that the use of these technologies will result in effective investment decisions for the Portfolio. In addition, the Portfolio could experience losses if an investment manager’s judgments about the risks associated with the Portfolio’s investment program prove to be incorrect.
EQ PIMCO Ultra Short Bond Portfolio | Cash Management Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Cash Management Risk Upon entering into certain derivatives contracts, such as futures contracts, and to maintain open positions in certain derivatives contracts, the Portfolio may be required to post collateral for the contract, the amount of which may vary. In addition, the Portfolio may maintain cash and cash equivalent positions as part of the Portfolio’s strategy in order to take advantage of investment opportunities as they arise, to manage the Portfolio’s market exposure, and for other portfolio management purposes. As such, the Portfolio may maintain cash balances, which may be significant, with counterparties such as the Trust’s custodian or its affiliates. Maintaining larger cash and cash equivalent positions could negatively affect the Portfolio’s performance due to missed investment opportunities and may also subject the Portfolio to additional risks, such as increased credit risk with respect to the custodian bank holding the assets and the risk that a counterparty may be unable or unwilling, or perceived as unable or unwilling, to honor its obligations.
EQ PIMCO Ultra Short Bond Portfolio | Collateralized Debt Obligations Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Collateralized Debt Obligations Risk Investments in collateralized debt obligations (“CDOs”) involve many of the same risks associated with investments in debt securities and asset-backed securities, including interest rate risk, credit risk, liquidity risk, prepayment and extension risk, and valuation risk. The risks of an investment in a CDO also depend largely on the quality and type of the collateral and the class or “tranche” of the CDO in which the Portfolio invests. Normally, collateralized bond obligations, collateralized loan obligations, and other CDOs are privately offered and sold, and thus are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Portfolio as illiquid securities; however, an active dealer market, or other relevant measures of liquidity, may exist for CDOs allowing a CDO potentially to be deemed liquid under the Portfolio’s liquidity policies. Additionally, CDOs carry risks including, but not limited to: (a) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (b) the risk that the collateral securities may decline in value or quality or be downgraded or go into default, particularly during periods of economic downturn; (c) the possibility that the Portfolio may invest in CDOs that are subordinate to other classes; (d) the risk that the manager of the CDOs may perform poorly; and (e) the risk that the complex structure of CDOs may produce disputes with the issuer or unexpected investment results. CDOs also can be difficult to value and may be highly leveraged (which could make them highly volatile), and the use of CDOs may result in losses to the Portfolio.
EQ PIMCO Ultra Short Bond Portfolio | Dollar Roll and Sale-Buyback Transactions Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Dollar Roll and Sale-Buyback Transactions Risk Dollar roll and sale-buyback transactions may increase the Portfolio’s volatility and may be viewed as a form of leverage. There is also a risk that the counterparty will be unable or unwilling to complete the transaction as scheduled, which may result in losses to the Portfolio.
EQ PIMCO Ultra Short Bond Portfolio | Large Transaction Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Large Transaction Risk A significant percentage of the Portfolio’s shares may be owned or controlled by the Adviser and its affiliates, other Portfolios advised by the Adviser (including funds of funds), or other large shareholders, including primarily insurance company separate accounts. Accordingly, the Portfolio is subject to the potential for large-scale, relative to its asset size, inflows and outflows as a result of purchases and redemptions of its shares by such shareholders. These inflows and outflows could negatively affect the Portfolio’s net asset value and performance.
EQ PIMCO Ultra Short Bond Portfolio | Leveraging Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Leveraging Risk When the Portfolio leverages its holdings, the value of an investment in the Portfolio will be more volatile and all other risks will tend to be compounded. Investments that create leverage can result in losses to the Portfolio that exceed the amount originally invested and may accelerate the rate of losses (some of which may be sudden or substantial). For certain investments that create leverage, relatively small market fluctuations can result in large changes in the value of such investments. There can be no assurance that the Portfolio’s use of any leverage will be successful.
EQ PIMCO Ultra Short Bond Portfolio | Loan Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Loan Risk A bank loan represents an interest in a loan or other direct indebtedness that entitles the acquirer of such interest to payments of interest, principal and/or other amounts due under the structure of the loan. Loan interests are subject to liquidity risk, prepayment risk, extension risk, the risk of subordination to other creditors, restrictions on resale, and the lack of a regular trading market and publicly available information. Loan interests may be difficult to value and may have extended trade settlement periods. As a result, the proceeds from the sale of a loan may not be available to make additional investments or to meet redemption obligations until potentially a substantial period after the sale of the loan. The extended trade settlement periods could force the Portfolio to liquidate other securities to meet redemptions and may present a risk that the Portfolio may incur losses in order to timely honor redemptions. There is a risk that the value of any collateral securing a loan in which the Portfolio has an interest may decline and that the collateral may not be sufficient to cover the amount owed on the loan. In the event the borrower defaults, the Portfolio’s access to the collateral may be limited or delayed by bankruptcy or other insolvency laws. Loans may not be considered “securities,” and purchasers, such as the Portfolio, therefore may not have the benefit of the anti-fraud protections of the federal securities laws. To the extent that the Portfolio invests in loan participations and assignments, it is subject to the risk that the financial institution acting as agent for all interests in a loan might fail financially. It is also possible that the Portfolio could be held liable, or may be called upon to fulfill other obligations, as a co-lender.
EQ PIMCO Ultra Short Bond Portfolio | Preferred Stock Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Preferred Stock Risk Preferred stock is subject to issuer-specific and market risks applicable generally to equity securities; however, unlike common stock, participation in the growth of an issuer may be limited. Preferred stock also is subject to many of the risks associated with debt securities, including credit and interest rate risk. Unlike interest payments on debt securities, dividends on preferred stock are generally payable at the discretion of the issuer’s board of directors. Preferred shareholders may suffer a loss of value if dividends are not paid. In addition, in the event an issuer is liquidated or declares bankruptcy, the claims of owners of the issuer’s debt securities take precedence over the claims of owners of the issuer’s preferred and common stock. For these reasons, preferred stocks are subject to greater credit, interest rate, and liquidation risk than debt securities, and the market prices of preferred stocks are generally more sensitive to actual or perceived changes in the issuer’s financial condition or prospects than are the prices of debt securities.
EQ PIMCO Ultra Short Bond Portfolio | Prepayment Risk and Extension Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Prepayment Risk and Extension Risk Prepayment risk is the risk that the issuer of a security held by the Portfolio may pay off principal more quickly than originally anticipated. This may occur when interest rates fall. The Portfolio may have to reinvest the proceeds in an investment offering a lower yield, may not benefit from any increase in value that might otherwise result from declining interest rates and may lose any premium it paid to acquire the security. Extension risk is the risk that the issuer of a security held by the Portfolio may pay off principal more slowly than originally anticipated. This may occur when interest rates rise. The Portfolio may be prevented from reinvesting the proceeds it would have received at a given time in an investment offering a higher yield.
EQ PIMCO Ultra Short Bond Portfolio | Privately Placed and Other Restricted Securities Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Privately Placed and Other Restricted Securities Risk Restricted securities, which include privately placed securities, are securities that cannot be offered for public resale unless registered under the applicable securities laws or that have a contractual restriction that prohibits or limits their resale. Before they are registered, such securities may be sold only in a privately negotiated transaction or pursuant to an exemption from registration. Difficulty in selling securities may result in a loss or be costly to the Portfolio. Rule 144A is designed to facilitate efficient trading among institutional investors by permitting the sale of certain unregistered securities to qualified institutional buyers. To the extent restricted securities held by the Portfolio qualify under Rule 144A and an institutional market develops for those securities, the Portfolio likely will be able to dispose of the securities without registering them. To the extent that institutional buyers become, for a time, uninterested in purchasing these securities, investing in Rule 144A securities could increase the level of the Portfolio’s illiquidity. The Adviser or Sub-Adviser may determine that certain securities qualified for trading under Rule 144A are liquid. Where registration of a security is required, the Portfolio may be obligated to pay all or part of the registration expenses, and a considerable period may elapse between the time the Portfolio desires to sell (and therefore decides to seek registration of) the security, and the time the Portfolio may be permitted to sell the security under an effective registration statement. If, during such a period, adverse market conditions were to develop, the Portfolio might obtain a less favorable price than prevailed when it desired to sell. The risk that securities may not be sold for the price at which the Portfolio is carrying them is greater with respect to restricted securities than it is with respect to registered securities. The illiquidity of the market, as well as the lack of publicly available information regarding these securities, also may make it difficult to determine a fair value for certain securities for purposes of computing the Portfolio’s net asset value.
EQ PIMCO Ultra Short Bond Portfolio | Redemption Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Redemption Risk The Portfolio may experience periods of heavy redemptions that could cause the Portfolio to sell assets at inopportune times or at a loss or depressed value. Redemption risk is heightened during periods of declining or illiquid markets. Heavy redemptions could hurt the Portfolio’s performance. Market developments and other factors, including a general rise in interest rates, have the potential to cause investors to move out of fixed income securities on a large scale, which may increase redemptions from mutual funds that hold large amounts of fixed income securities. The market-making capacity of dealers has been reduced in recent years, in part as a result of structural changes, such as fewer proprietary trading desks at broker-dealers and increased regulatory capital requirements. Increased redemptions from mutual funds that hold large amounts of fixed income securities, coupled with a reduction in the ability or willingness of dealers and other institutional investors to buy or hold fixed income securities, may result in decreased liquidity and increased volatility in the fixed income markets.
EQ PIMCO Ultra Short Bond Portfolio | Sector Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock Sector Risk From time to time, based on market or economic conditions, the Portfolio may have significant positions in one or more sectors of the market. To the extent the Portfolio invests more heavily in particular sectors, its performance will be especially sensitive to developments that significantly affect those sectors. Individual sectors may be more volatile, and may perform differently, than the broader market. The industries that constitute a sector may all react in the same way to economic, political, regulatory or other events.
EQ PIMCO Ultra Short Bond Portfolio | U.S. Government Securities Risk [Member]  
Risk Return Abstract rr_RiskReturnAbstract  
Risk [Text Block] rr_RiskTextBlock U.S. Government Securities Risk Although the Portfolio may hold securities that carry U.S. government guarantees, these guarantees do not extend to shares of the Portfolio itself and do not guarantee the market prices of the securities. Securities issued by the U.S. Treasury or other agencies and instrumentalities of the U.S. government may decline in value as a result of, among other things, changes in interest rates, political events in the United States, international developments, including strained relations with foreign countries, and changes in the credit rating of, or investor perceptions regarding the creditworthiness of, the U.S. government. Furthermore, not all securities issued by the U.S. government and its agencies and instrumentalities are backed by the full faith and credit of the U.S. Treasury. Securities not backed by the full faith and credit of the U.S. Treasury involve greater credit risk than investments in other types of U.S. government securities.
EQ PIMCO Ultra Short Bond Portfolio | Class IB  
Risk Return Abstract rr_RiskReturnAbstract  
Shareholder Fees (fees paid directly from your investment) rr_ShareholderFeeOther
Management Fee rr_ManagementFeesOverAssets 0.50%
Distribution and/or Service Fees (12b-1 fees) rr_DistributionAndService12b1FeesOverAssets 0.25%
Other Expenses rr_OtherExpensesOverAssets 0.15% [1]
Total Annual Portfolio Operating Expenses rr_ExpensesOverAssets 0.90%
Fee Waiver and/or Expense Reimbursement rr_FeeWaiverOrReimbursementOverAssets (0.09%) [2]
Total Annual Portfolio Operating Expenses After Fee Waiver and/or Expense Reimbursement rr_NetExpensesOverAssets 0.81%
1 Year rr_ExpenseExampleYear01 $ 83
3 Years rr_ExpenseExampleYear03 278
5 Years rr_ExpenseExampleYear05 490
10 Years rr_ExpenseExampleYear10 $ 1,100
2015 rr_AnnualReturn2015 (0.23%)
2016 rr_AnnualReturn2016 1.95%
2017 rr_AnnualReturn2017 1.90%
2018 rr_AnnualReturn2018 0.98%
2019 rr_AnnualReturn2019 2.52%
2020 rr_AnnualReturn2020 1.17%
2021 rr_AnnualReturn2021 (0.49%)
2022 rr_AnnualReturn2022 (0.57%)
2023 rr_AnnualReturn2023 5.56%
2024 rr_AnnualReturn2024 5.89%
Highest Quarterly Return, Label rr_HighestQuarterlyReturnLabel <span style="color:#000000;font-family:Arial;font-size:8pt;margin-left:0.0pt;">Best quarter (% and time period)</span>
Highest Quarterly Return, Date rr_BarChartHighestQuarterlyReturnDate Jun. 30, 2020
Highest Quarterly Return rr_BarChartHighestQuarterlyReturn 2.91%
Lowest Quarterly Return, Label rr_LowestQuarterlyReturnLabel <span style="color:#000000;font-family:Arial;font-size:8pt;margin-left:0.0pt;">Worst quarter (% and time period)</span>
Lowest Quarterly Return, Date rr_BarChartLowestQuarterlyReturnDate Mar. 31, 2020
Lowest Quarterly Return rr_BarChartLowestQuarterlyReturn (2.54%)
OneYear rr_AverageAnnualReturnYear01 5.89%
FiveYears rr_AverageAnnualReturnYear05 2.27%
TenYears rr_AverageAnnualReturnYear10 1.85%
EQ PIMCO Ultra Short Bond Portfolio | Class K  
Risk Return Abstract rr_RiskReturnAbstract  
Shareholder Fees (fees paid directly from your investment) rr_ShareholderFeeOther
Management Fee rr_ManagementFeesOverAssets 0.50%
Distribution and/or Service Fees (12b-1 fees) rr_DistributionAndService12b1FeesOverAssets none
Other Expenses rr_OtherExpensesOverAssets 0.15% [1]
Total Annual Portfolio Operating Expenses rr_ExpensesOverAssets 0.65%
Fee Waiver and/or Expense Reimbursement rr_FeeWaiverOrReimbursementOverAssets (0.09%) [2]
Total Annual Portfolio Operating Expenses After Fee Waiver and/or Expense Reimbursement rr_NetExpensesOverAssets 0.56%
1 Year rr_ExpenseExampleYear01 $ 57
3 Years rr_ExpenseExampleYear03 199
5 Years rr_ExpenseExampleYear05 353
10 Years rr_ExpenseExampleYear10 $ 802
OneYear rr_AverageAnnualReturnYear01 6.05%
FiveYears rr_AverageAnnualReturnYear05 2.50%
TenYears rr_AverageAnnualReturnYear10 2.09%
EQ PIMCO Ultra Short Bond Portfolio | Bloomberg U.S. Aggregate Bond Index (reflects no deduction for fees, expenses, or taxes)  
Risk Return Abstract rr_RiskReturnAbstract  
OneYear rr_AverageAnnualReturnYear01 1.25%
FiveYears rr_AverageAnnualReturnYear05 (0.33%)
TenYears rr_AverageAnnualReturnYear10 1.35%
EQ PIMCO Ultra Short Bond Portfolio | ICE BofA U.S. 3-Month Treasury Bill Index (reflects no deduction for fees, expenses, or taxes)  
Risk Return Abstract rr_RiskReturnAbstract  
OneYear rr_AverageAnnualReturnYear01 5.28%
FiveYears rr_AverageAnnualReturnYear05 2.48%
TenYears rr_AverageAnnualReturnYear10 1.77%
[1] Includes interest expense of 0.02%.
[2] Pursuant to a contract, Equitable Investment Management Group, LLC (the “Adviser”) has agreed to waive its and its affiliates’ management, administrative and other fees and, if necessary, make payments to the Portfolio to limit the expenses of the Portfolio through April 30, 2026 (unless the Board of Trustees consents to an earlier revision or termination of this arrangement) (“Expense Limitation Arrangement”) so that the annual operating expenses of the Portfolio (exclusive of taxes, interest, brokerage commissions, dividend and interest expenses on securities sold short, capitalized expenses, acquired fund fees and expenses, and extraordinary expenses not incurred in the ordinary course of the Portfolio’s business) do not exceed an annual rate of average daily net assets of 0.79% for Class IB shares and 0.54% for Class K shares of the Portfolio. The Expense Limitation Arrangement may be terminated by the Adviser at any time after April 30, 2026. The Adviser may be reimbursed the amount of any such waivers or payments in the future provided that the waivers or payments are reimbursed within three years of the waivers or payments being recorded and the Portfolio’s expense ratio, after the reimbursement is taken into account, does not exceed the Portfolio’s expense cap at the time of the waiver or the Portfolio’s expense cap at the time of the reimbursement, whichever is lower.