Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details) (10-K)

v3.20.2

Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details) (10-K)	12 Months Ended
	Dec. 31, 2019
Expected Volatility [Member]
Fair value assumptions, measurement input, percentages	328.00%
Expected Term - Years [Member]
Fair value assumptions, measurement input, term	9 months 14 days
Risk-Free Interest Rate [Member]
Fair value assumptions, measurement input, percentages	2.57%
Expected Dividend Yield [Member]
Fair value assumptions, measurement input, percentages	0.00%