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Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)
6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Fair Values of Derivative Instruments    
Asset Derivatives $ 13,403,777 $ 8,801,134
Liability Derivatives $ (7,955,692) $ (7,046,098)
Agriculturals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 2.00%  
Interest rates    
Fair Values of Derivative Instruments    
Sector exposure index   43.00%
Interest rates | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 50.00%  
Interest rates | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 82.00%  
Metals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 2.00%  
Stock indices | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 13.00%  
Stock indices | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 4.00%  
Stock indices contracts and stock index options contracts    
Fair Values of Derivative Instruments    
Sector exposure index   15.00%
Futures Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 11,673,890 $ 6,950,709
Liability Derivatives (3,562,899) (6,123,114)
Fair Value 8,110,991 827,595
Futures Contracts | Agriculturals    
Fair Values of Derivative Instruments    
Asset Derivatives 461,728 708,940
Liability Derivatives (241,369) (192,304)
Fair Value 220,359 516,636
Futures Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 1,281,566 1,586,035
Liability Derivatives (291,139) (488,106)
Fair Value 990,427 1,097,929
Futures Contracts | Energy    
Fair Values of Derivative Instruments    
Asset Derivatives 304,244 1,861,351
Liability Derivatives (189,498) (1,035,133)
Fair Value 114,746 826,218
Futures Contracts | Interest rates    
Fair Values of Derivative Instruments    
Asset Derivatives 5,742,448 853,598
Liability Derivatives (427,947) (2,119,167)
Fair Value 5,314,501 (1,265,569)
Futures Contracts | Meats    
Fair Values of Derivative Instruments    
Asset Derivatives 39,083 18,294
Liability Derivatives (137,277) (165,939)
Fair Value (98,194) (147,645)
Futures Contracts | Metals    
Fair Values of Derivative Instruments    
Asset Derivatives 1,807,099 1,206,519
Liability Derivatives (1,678,254) (912,776)
Fair Value 128,845 293,743
Futures Contracts | Soft commodities    
Fair Values of Derivative Instruments    
Asset Derivatives 304,602 101,389
Liability Derivatives (48,440) (273,791)
Fair Value 256,162 (172,402)
Futures Contracts | Stock indices    
Fair Values of Derivative Instruments    
Asset Derivatives 1,733,120 614,583
Liability Derivatives (548,975) (935,898)
Fair Value 1,184,145 (321,315)
Forward Contracts    
Fair Values of Derivative Instruments    
Fair Value 723,770 (240,659)
Forward Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 1,614,917 682,325
Liability Derivatives (891,147) (922,984)
Fair Value $ 723,770 $ (240,659)
Sector exposure index   42.00%
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 37.00%  
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 10.00%  
Swap Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 114,970 $ 1,168,100
Liability Derivatives (3,501,646)  
Fair Value $ (3,386,676) $ 1,168,100
Sector exposure index   100.00%
Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 100.00%  
Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 100.00%