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Derivative Instruments - Offsetting of Derivative Assets (Details) - USD ($)
Dec. 31, 2015
Dec. 31, 2014
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets $ 8,801,134 $ 16,665,824
Gross Amounts Offset in the Consolidated Statement of Financial Condition (7,046,098) (5,297,579)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 1,755,036 11,368,245
Futures Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 6,950,709 15,469,004
Gross Amounts Offset in the Consolidated Statement of Financial Condition (6,123,114) (3,919,537)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 827,595 11,549,467
Forward Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 682,325 1,196,820
Gross Amounts Offset in the Consolidated Statement of Financial Condition (922,984) (1,378,042)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition (240,659) $ (181,222)
Swap Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 1,168,100  
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition $ 1,168,100