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 |