v3.8.0.1
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