Derivatives - Summary of Interest-Rate Swaps Designated as Cash Flow Hedges (Details) - Designated as Hedging Instrument - Cash Flow Hedges - Interest Rate Swaps - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Notional amounts	$ 20,000,000	$ 20,000,000
Weighted average pay rates	3.54%	3.54%
Weighted average receive rates	Mar. 31, 2019: 3 month LIBOR and Dec. 31, 2018: 3 month LIBOR
Weighted average maturity	4 years 2 months 12 days	4 years 6 months
Fair value	$ (1,042,000)	$ (836,000)
Amount of unrealized loss recognized in accumulated other comprehensive income, net of tax	$ (770,000)	$ (617,000)