v3.10.0.1
8. DERIVATIVE LIABILITIES (Details)
6 Months Ended
Jul. 31, 2018
$ / 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 147.00%
Fair Value Assumptions, Risk Free Interest Rate 1.67%
Fair Value Assumptions, Expected Term (in years) 14 days
Fair Value Assumptions, Expected Term (in years) $ 0.0049
Maximum  
Fair Value Assumptions, Weighted Average Volatility Rate 273.00%
Fair Value Assumptions, Risk Free Interest Rate 1.94%
Fair Value Assumptions, Expected Term (in years) 6 months
Fair Value Assumptions, Expected Term (in years) $ 0.0095