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Derivative Warrant Liabilities (Details Narrative)
 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
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Warrant calculation description The Company recalculated the value of warrants by applying a +/- 5% changes to the input variables in the Black-Scholes model that vary overtime, namely, the volatility and the risk-free rate. A 5.0% decrease or increase in volatility would not have materially changed the value of the warrants. A 5.0% decrease or increase in the risk-free rate would not have materially changed the value of the warrants; the value of the warrants is not strongly correlated with small changes in interest rates.  
Measurement Input Price Volatility [Member]    
Fair value assumption rate 0.050  
Measurement Input Risk Free Interest Rate [Member]    
Fair value assumption rate 0.050  
Warrant [Member]    
Cashless exercise warrants   768
Common Stock [Member]    
Cashless exercise warrants   359