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Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)
3 Months Ended 9 Months Ended
Sep. 30, 2019
USD ($)
instrument
Sep. 30, 2018
USD ($)
instrument
Sep. 30, 2019
USD ($)
instrument
Sep. 30, 2018
USD ($)
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 $ 3,125,521 $ 1,107,168 $ 7,377,525 $ (1,111,188)
Futures Contracts        
Derivative Instruments        
Monthly average number of derivative instruments bought and sold 7,586 16,966 8,587 20,976
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 1,923,048 $ 1,638,204 $ 6,392,715 $ (1,550,813)
Futures Contracts | Agriculturals        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 63,116 (161,208) (31,550) (999,875)
Futures Contracts | Currencies        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 754,299 (292,778) (41,445) (167,862)
Futures Contracts | Energy        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (433,057) 84,828 (1,047,055) 1,557,374
Futures Contracts | Interest rates        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 1,628,379 (1,294,553) 6,672,188 (673,845)
Futures Contracts | Meats        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (57,190) (5,978) (119,508) (292,654)
Futures Contracts | Metals        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 310,738 867,554 529,697 (681,082)
Futures Contracts | Soft commodities        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 63,227 656,969 (148,220) 1,511,344
Futures Contracts | Stock indices        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ (406,464) $ 1,783,370 $ 578,608 $ (1,804,213)
Forward Contracts        
Derivative Instruments        
Monthly average number of derivative instruments bought and sold | instrument 305 424 266 441
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 73,076 $ 9,437 $ 223,996 $ 20,143
Forward Contracts | Currencies        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 73,076 9,437 223,996 20,143
Swap Contracts        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 1,129,397 $ (540,473) $ 760,814 $ 419,482