She Monkeys, directed by Lisa Aschan and set in the world of equestrian acrobatics, won the $25,000 (£15,000) prize for best narrative feature.
The judges praised the film for being “haunting, resonant, original and authentic”.
Bombay Beach by Israeli director Alma Har’el won the best documentary prize.
Set in the desert by California’s Salton Sea, the documentary shows its inhabitants and the ghost town that remains after the area was virtually abandoned by holidaymakers decades ago.
The documentary jury said the choice was unanimous for the film’s “beauty, lyricism, empathy and invention”. Director Har’el also collected a $25,000 prize.
Ramadhan “Shami” Bizimana won the award for best actor in the Rwandan and Australian film about genocide, Grey Matter.
Carice van Houten was named best actress in Black Butterflies, a drama based on the life during apartheid of South African poet Ingrid Jonker.
There was also a prize for British directors David Leon and Marcus McSweeney, who won best narrative short for their film, Man and Boy, starring Sherlock Holmes actor Eddie Marsan.
