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Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)
12 Months Ended
Dec. 31, 2019
USD ($)
instrument
Dec. 31, 2018
USD ($)
instrument
Dec. 31, 2017
USD ($)
instrument
Derivative Instruments      
Rarely exceeded margin-to-equity ratio (as a percent) 25.00%    
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 7,548,576 $ (3,242,956) $ 3,123,843
Futures, Forward, and Swap Contracts      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 7,548,576 $ (3,242,956) $ 3,123,843
Futures Contracts      
Derivative Instruments      
Monthly average number of derivative instruments bought and sold | instrument 7,863 19,056 38,106
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 6,063,337 $ (4,076,399) $ 3,581,772
Futures Contracts | Agriculturals      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (177,141) (1,206,749) (2,343,148)
Futures Contracts | Currencies      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (414,477) (194,875) (3,320,635)
Futures Contracts | Energy      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (728,265) 1,051,284 (4,612,712)
Futures Contracts | Interest rates      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments 5,434,332 882,364 (8,492,797)
Futures Contracts | Meats      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (97,912) (376,875) 266,929
Futures Contracts | Metals      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments 530,405 (707,249) (1,954,292)
Futures Contracts | Soft commodities      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments (204,249) 966,280 220,619
Futures Contracts | Stock indices      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 1,720,644 $ (4,490,579) $ 23,817,809
Forward Contracts      
Derivative Instruments      
Monthly average number of derivative instruments bought and sold | instrument 271 448 585
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 380,909 $ 79,646 $ (2,371,939)
Forward Contracts | Currencies      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments 380,909 79,646 (2,371,940)
Swap Contracts      
Effect of Derivative Instruments on the Consolidated Statement of Operations      
Gains (losses) on derivatives instruments $ 1,104,330 $ 753,797 $ 1,914,010