Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2018

Fair Value Disclosures [Abstract]

Summary of Assets and Liabilities Measured at Fair Value

March 31, 2018	Total		Level 1		Level 2		Level 3
Assets
Futures	$	1,503,294	$	1,503,294	$	—	$	—
Forwards		483,676		—		483,676		—
Total assets	$	1,986,970	$	1,503,294	$	483,676	$	—
Liabilities
Futures	$	1,005,209	$	1,005,209	$	—	$	—
Forwards		757,393		—		757,393		—
Total liabilities	$	1,762,602	$	1,005,209	$	757,393	$	—
December 31, 2017*	Total		Level 1		Level 2		Level 3
Assets
Futures	$	2,377,628	$	2,377,628	$	—	$	—
Forwards		1,275,513		—		1,275,513		—
Total assets	$	3,653,141	$	2,377,628	$	1,275,513	$	—
Liabilities
Futures	$	639,577	$	639,577	$	—	$	—
Forwards		789,082		—		789,082		—
Total liabilities	$	1,428,659	$	639,577	$	789,082	$	—