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Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Fair Values of Derivative Instruments    
Asset Derivatives $ 6,127,320 $ 8,801,134
Liability Derivatives (4,581,389) (7,046,098)
Futures Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives 5,166,127 6,950,709
Liability Derivatives (2,886,203) (6,123,114)
Fair Value 2,279,924 827,595
Futures Contracts | Agriculturals    
Fair Values of Derivative Instruments    
Asset Derivatives 121,013 708,940
Liability Derivatives (261,721) (192,304)
Fair Value $ (140,708) 516,636
Futures Contracts | Agriculturals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 3.00%  
Futures Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives $ 763,565 1,586,035
Liability Derivatives (345,781) (488,106)
Fair Value 417,784 1,097,929
Futures Contracts | Energy    
Fair Values of Derivative Instruments    
Asset Derivatives 562,341 1,861,351
Liability Derivatives (18,461) (1,035,133)
Fair Value $ 543,880 826,218
Futures Contracts | Energy | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 1.00%  
Futures Contracts | Interest rates    
Fair Values of Derivative Instruments    
Asset Derivatives $ 578,244 853,598
Liability Derivatives (326,726) (2,119,167)
Fair Value $ 251,518 $ (1,265,569)
Sector exposure index   43.00%
Futures Contracts | Interest rates | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 53.00%  
Futures Contracts | Interest rates | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 61.00%  
Futures Contracts | Meats    
Fair Values of Derivative Instruments    
Asset Derivatives $ 79,821 $ 18,294
Liability Derivatives (10,487) (165,939)
Fair Value 69,334 (147,645)
Futures Contracts | Metals    
Fair Values of Derivative Instruments    
Asset Derivatives 1,604,965 1,206,519
Liability Derivatives (1,282,731) (912,776)
Fair Value $ 322,234 293,743
Futures Contracts | Metals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 3.00%  
Futures Contracts | Soft commodities    
Fair Values of Derivative Instruments    
Asset Derivatives $ 344,652 101,389
Liability Derivatives (86,579) (273,791)
Fair Value 258,073 (172,402)
Futures Contracts | Stock indices    
Fair Values of Derivative Instruments    
Asset Derivatives 1,111,526 614,583
Liability Derivatives (553,717) (935,898)
Fair Value $ 557,809 $ (321,315)
Futures Contracts | Stock indices | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 15.00%  
Futures Contracts | Stock indices | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 10.00%  
Futures Contracts | Stock indices contracts and stock index options contracts    
Fair Values of Derivative Instruments    
Sector exposure index   15.00%
Forward Contracts    
Fair Values of Derivative Instruments    
Fair Value $ 705 $ (240,659)
Forward Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 556,627 682,325
Liability Derivatives (555,922) (922,984)
Fair Value $ 705 $ (240,659)
Sector exposure index   42.00%
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 25.00%  
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 29.00%  
Swap Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 404,566 $ 1,168,100
Liability Derivatives (1,139,264)  
Fair Value $ (734,698) $ 1,168,100
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%  
Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 100.00%