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

v3.7.0.1
Derivative Liability - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details)
3 Months Ended
Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Expected volatility 257.10%
Expected term - years 1 month 10 days
Risk-free interest rate 1.27%
Expected dividend yield 0.00%