v3.22.1

DERIVATIVE LIABILITIES (Tables) | 12 Months Ended
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Dec. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
SCHEDULE OF FAIR VALUE ASSUMPTION | The following table presents the assumptions used in the Black-Scholes Simulation models to determine the fair value of the derivative liabilities as of December 31, 2021 and 2020: SCHEDULE OF FAIR VALUE ASSUMPTION
|  | December 31, 2021 (Black-Scholes) |
Risk-free interest rates |  |  | 0.19 | %
Expected life (years) |  |  | 1.00 year |
Expected dividends |  |  | 0 | %
Expected volatility |  |  | 283 | %
|  | December 31, 2020 (Black-Scholes) |
Risk-free interest rates |  |  | 0.21 | %
Expected life (years) |  |  | 01.00 years |
Expected dividends |  |  | 0 | %
Expected volatility |  |  | 467 | %
SCHEDULE OF CHANGES IN DERIVATIVES LIABILITIES | The following table provides a roll-forward of the fair values of the Company’s derivative liabilities for the years ended December 31, 2021 and 2020: SCHEDULE OF CHANGES IN DERIVATIVES LIABILITIES
|  | Year Ended December 31, 2021 |
Balance – December 31, 2020 |  | $ | 23,798,241 |
Additional new conversion option derivatives |  |  | 1,910,471 |
Conversion of note derivatives |  |  | (20,681,004 | )
Reclass to additional paid-in capital |  |  | (428,733 | )
Change in fair market value of derivative liabilities |  |  | 1,731,229 |
Balance – December 31, 2021 |  | $ | 6,758,937 |
|  | Year Ended December 31, 2020 |
Balance – December 31, 2019 |  | $ | 5,359,442 |
Issuance of new derivative liabilities |  |  | 7,272 |
Reclass to additional paid-in capital |  |  | (428,733 | )
Change in fair market value of derivative liabilities |  |  | 18,860,260 |
Balance – December 31, 2020 |  | $ | 23,798,241 |

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