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)

v3.8.0.1
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, 2017
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Expected volatility 0.00% 263.35%
Expected term - years 0 years 4 months 6 days
Risk-free interest rate 0.00% 1.22%
Expected dividend yield