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)

v3.19.1
Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details)
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
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%