We present, for the first time, an textit{ab initio} calculation of the individual up, down and strange quark helicity parton distribution functions for the proton. The calculation is performed within the twisted mass clover-improved fermion formulation of lattice QCD using one ensemble of dynamical up, down, strange and charm quarks with a pion mass of 260 MeV. The lattice matrix elements are non-perturbatively renormalized and the final results are presented in the $overline{ rm MS}$ scheme at a scale of 2 GeV. We give results on the $Delta u^+(x)$ and $Delta d^+(x)$, including disconnected quark loop contributions, as well as on the $Delta s^+(x)$. For the latter we achieve unprecedented precision compared to the phenomenological estimates.