Annual report pursuant to Section 13 and 15(d)

Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details)

v3.7.0.1
Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details) - $ / shares
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Expected volatility 263.35% 318.00%
Expected term - years 4 months 6 days 1 year 4 months 10 days
Risk-free interest rate 1.22% 1.06%
Expected dividend yield