Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2017 USD ($) instrument	Sep. 30, 2016 USD ($) instrument	Sep. 30, 2017 USD ($) instrument	Sep. 30, 2016 USD ($) instrument
Derivative Instruments
Rarely exceeded margin-to-equity ratio (as a percent)			25.00%
Futures, Forward, and Swap Contracts
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 795,051	$ (3,024,801)	$ (5,058,881)	$ 14,882,006
Futures Contracts
Derivative Instruments
Monthly average number of derivative instruments bought and sold | instrument	34,978	46,743	40,609	51,975
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 348,400	$ (3,539,234)	$ (4,006,760)	$ 18,341,812
Futures Contracts | Agriculturals
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(1,293,249)	(344,464)	(2,371,623)	1,705,400
Futures Contracts | Currencies
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	465,911	(1,179,735)	(2,630,140)	(2,620,498)
Futures Contracts | Energy
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(398,756)	(3,845,918)	(7,007,122)	(1,192,066)
Futures Contracts | Interest rates
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(1,446,217)	(2,588,887)	(7,567,144)	21,639,195
Futures Contracts | Meats
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(383,441)	726,212	333,991	305,094
Futures Contracts | Metals
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	399,336	(1,077,129)	(2,207,600)	(3,357,713)
Futures Contracts | Soft commodities
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(785,380)	495,726	382,280	(506,213)
Futures Contracts | Stock indices
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 3,790,195	$ 4,274,961	$ 17,060,597	$ 2,368,613
Forward Contracts
Derivative Instruments
Monthly average number of derivative instruments bought and sold | instrument	626	532	578	515
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ (13,785)	$ (177,604)	$ (1,649,377)	$ 402,932
Forward Contracts | Currencies
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	(13,784)	(177,604)	(1,649,376)	402,932
Swap Contracts
Effect of Derivative Instruments on the Consolidated Statement of Operations
Gains (losses) on derivatives instruments	$ 460,436	$ 692,037	$ 597,256	$ (3,862,738)