Quarterly report pursuant to Section 13 or 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)
 3 Months Ended
Mar. 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%