Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details) |
12 Months Ended | |
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Dec. 31, 2018 |
Dec. 31, 2017 |
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| Expected Volatility [Member] | ||
| Fair value assumptions, measurement input, percentages | 0.00% | 263.35% |
| Expected Term - Years [Member] | ||
| Fair value assumptions, measurement input, term | 0 years | 4 months 6 days |
| Risk-Free Interest Rate [Member] | ||
| Fair value assumptions, measurement input, percentages | 0.00% | 1.22% |
| Expected Dividend Yield [Member] | ||
| Fair value assumptions, measurement input, percentages | 0.00% | 0.00% |
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