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Loans and Convertible Notes Payable - Summary of Avenue Warrant Valued Using the Black-Scholes Option Pricing Method (Details)		12 Months Ended
	Aug. 06, 2021	Dec. 31, 2021	Dec. 31, 2020
Contractual term (years)	5 years 25 days		5 years 9 months 7 days
Expected volatility	187.00%		181.00%
Risk-free interest rate	0.77%
Expected dividends	0.00%	0.00%	0.00%

X

- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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-Publisher FASB
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-Section 50
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X

- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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