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Derivative Instruments - Offsetting of Derivative Assets (Details) - USD ($)
Jun. 30, 2016
Dec. 31, 2015
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets $ 13,403,777 $ 8,801,134
Gross Amounts Offset in the Consolidated Statement of Financial Condition (7,955,692) (7,046,098)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 5,448,085 1,755,036
Futures Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 11,673,890 6,950,709
Gross Amounts Offset in the Consolidated Statement of Financial Condition (3,562,899) (6,123,114)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 8,110,991 827,595
Forward Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 1,614,917 682,325
Gross Amounts Offset in the Consolidated Statement of Financial Condition (891,147) (922,984)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 723,770 (240,659)
Swap Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 114,970 1,168,100
Gross Amounts Offset in the Consolidated Statement of Financial Condition (3,501,646)  
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition $ (3,386,676) $ 1,168,100