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Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)
12 Months Ended
Dec. 31, 2015
USD ($)
instrument
Dec. 31, 2014
USD ($)
instrument
Dec. 31, 2013
USD ($)
Derivative Instruments      
Rarely exceeded margin-to-equity ratio (as a percent) 25.00%    
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ (13,052,471) $ 45,998,732 $ 18,480,883
Futures, Forward, and Swap Contracts      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ (13,052,471) $ 45,998,732 18,480,883
Futures contracts, options on future contracts and equity options      
Derivative Instruments      
Monthly average number of derivative instruments bought and sold | instrument 63,367 70,438  
Futures Contracts      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ (12,143,057) $ 47,939,539 15,918,441
Futures Contracts | Agriculturals      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (5,823,922) 4,048,911 4,293,821
Futures Contracts | Currencies      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (1,033,607) 14,766,227 (440,299)
Futures Contracts | Energy      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments 7,578,021 10,731,474 (23,395,558)
Futures Contracts | Interest rates      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (546,752) 32,913,449 (24,374,049)
Futures Contracts | Meats      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments 40,851 3,446,508 1,088,278
Futures Contracts | Metals      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (493,305) (7,747,986) 4,917,479
Futures Contracts | Soft commodities      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (1,501,617) 3,171,146 617,412
Futures Contracts | Stock indices      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ (10,362,726) $ (13,390,190) 53,211,357
Forward Contracts      
Derivative Instruments      
Monthly average number of derivative instruments bought and sold | instrument 8,724 16,231  
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ (2,077,514) $ (1,940,807) 2,562,442
Forward Contracts | Currencies      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (2,077,514) $ (1,940,807) $ 2,562,442
Swap Contracts      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 1,168,100