v3.10.0.1
8. DERIVATIVE LIABILITIES (Details)
9 Months Ended
Oct. 31, 2018
$ / shares
Fair Value Measurements, Valuation Techniques Black-Scholes option pricing model
Fair Value Assumptions, Expected Dividend Rate 0.0000
Minimum  
Fair Value Assumptions, Weighted Average Volatility Rate 1.4700
Fair Value Assumptions, Risk Free Interest Rate 0.0167
Fair Value Assumptions, Expected Term (in years) 11 days
Fair Value Assumptions, Expected Term (in years) $ 0.0039
Maximum  
Fair Value Assumptions, Weighted Average Volatility Rate 3.1000
Fair Value Assumptions, Risk Free Interest Rate 0.0249
Fair Value Assumptions, Expected Term (in years) 6 months 4 days
Fair Value Assumptions, Expected Term (in years) $ 0.0135