Document and Entity Information - USD ($)	12 Months Ended
	Dec. 31, 2019	Jan. 31, 2020	Jun. 30, 2019
Document Type	10-K
Document Period End Date	Dec. 31, 2019
Entity Registrant Name	GRANT PARK FUTURES FUND LIMITED PARTNERSHIP
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Non-accelerated Filer
Entity Small Business	true
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Public Float			$ 0
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	FY
Entity Central Index Key	0000845698
Amendment Flag	false
Class A
Entity Common Stock, Shares Outstanding		4,047.68
Class B
Entity Common Stock, Shares Outstanding		51,955.08
Legacy 1 Class
Entity Common Stock, Shares Outstanding		497.72
Legacy 2 Class
Entity Common Stock, Shares Outstanding		403.68
Global 1 Class
Entity Common Stock, Shares Outstanding		18,449.08
Global 2 Class
Entity Common Stock, Shares Outstanding		837.23
Global 3 Class
Entity Common Stock, Shares Outstanding		477.23