8. DERIVATIVE LIABILITIES (Details) |
9 Months Ended |
|---|---|
|
Oct. 31, 2017
$ / shares
| |
| Fair Value Measurements, Valuation Techniques | Black-Scholes option pricing model |
| Fair Value Assumptions, Expected Dividend Rate | 0.00% |
| Minimum | |
| Fair Value Assumptions, Weighted Average Volatility Rate | 258.00% |
| Fair Value Assumptions, Risk Free Interest Rate | 1.01% |
| Fair Value Assumptions, Expected Term (in years) | 3 months |
| Fair Value Assumptions, Expected Term (in years) | $ 0.019 |
| Maximum | |
| Fair Value Assumptions, Weighted Average Volatility Rate | 273.00% |
| Fair Value Assumptions, Risk Free Interest Rate | 1.15% |
| Fair Value Assumptions, Expected Term (in years) | 4 months 17 days |
| Fair Value Assumptions, Expected Term (in years) | $ 0.0129 |