TRADING ACTIVITIES AND RELATED RISKS, Location of Gains and Losses on the Statements of Operations (Details)		12 Months Ended
		Dec. 31, 2018 USD ($) Contract	Dec. 31, 2017 USD ($) Contract	Dec. 31, 2016 USD ($) Contract
Gains (Losses) Recognized in Income, Net [Abstract]
Trading gains (losses)		$ (15,505,884)	$ 18,485,583	$ (38,733,066)
Derivatives [Abstract]
Average number of months until maturity for open contracts		3 months
Futures Trading Gains (Losses) - Realized [Member]
Gains (Losses) Recognized in Income, Net [Abstract]
Trading gains (losses)	[1]	$ (21,578,184)	33,125,198	(44,786,874)
Futures Trading Gains (Losses) - Change in Unrealized [Member]
Gains (Losses) Recognized in Income, Net [Abstract]
Trading gains (losses)		(915,180)	2,439,804	9,989,144
Forward Currency Trading Gains (Losses) - Realized [Member]
Gains (Losses) Recognized in Income, Net [Abstract]
Trading gains (losses)		3,862,591	(15,599,266)	(5,536,450)
Forward Currency Trading Gains (Losses) - Change in Unrealized [Member]
Gains (Losses) Recognized in Income, Net [Abstract]
Trading gains (losses)		$ 3,124,889	$ (1,480,153)	$ 1,601,114
Futures Contracts [Member]
Derivatives [Abstract]
Monthly average of contracts bought and sold | Contract		21,400	29,700	51,500
Futures Contracts [Member] | Maximum [Member]
Derivatives [Abstract]
Maturity date for open contracts		Mar. 31, 2020
Forward Currency Contracts [Member]
Derivatives [Abstract]
Monthly average notional value		$ 1,062,700,000	$ 1,238,000,000	$ 2,607,000,000
Forward Currency Contracts [Member] | Maximum [Member]
Derivatives [Abstract]
Maturity date for open contracts		Mar. 31, 2019

[1] Amounts differ from the amounts on the Statements of Operations as the amounts above do not include gains and losses on foreign currency cash balances at the futures brokers.