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Derivative Instruments - Derivatives by Line Item in Statement of Operations (Details) - USD ($)
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Futures, Forward, and Swap Contracts        
Net gain (loss) from futures and forward currency trading        
Total realized and changed in unrealized net gain (loss) from futures and forward currency trading $ 4,811,259 $ (24,294,720) $ 17,906,807 $ (7,475,597)
Futures Contracts        
Net gain (loss) from futures and forward currency trading        
Realized (13,313) (17,645,279) 14,597,651 4,090,715
Change in unrealized 5,940,971 (6,370,198) 7,283,395 (10,985,720)
Total realized and changed in unrealized net gain (loss) from futures and forward currency trading 5,927,658 (24,015,477) 21,881,046 (6,895,005)
Forward Contracts        
Net gain (loss) from futures and forward currency trading        
Realized (267,066) (1,034,277) (383,893) (1,078,037)
Change in unrealized 643,629 755,034 964,429 497,445
Total realized and changed in unrealized net gain (loss) from futures and forward currency trading 376,563 $ (279,243) 580,536 $ (580,592)
Swap Contracts        
Net gain (loss) from futures and forward currency trading        
Change in unrealized (1,492,962)   (4,554,775)  
Total realized and changed in unrealized net gain (loss) from futures and forward currency trading $ (1,492,962)   $ (4,554,775)