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Derivative Warrant Liabilities (Details Narrative)
 6 Months Ended 12 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Jun. 30, 2017
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Mar. 31, 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. 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 in volatility would decrease the value of the warrants to $27; a 5.0% increase in volatility would increase the value of the warrants to $29. 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 0.050    
Measurement Input Risk Free Interest Rate [Member]        
Fair value assumption rate 0.050 0.050    
Warrant [Member]        
Cashless exercise warrants     52 51
Warrant [Member] | Institutional Holder [Member]        
Cashless exercise warrants       768
Common Stock [Member]        
Cashless exercise warrants       24
Common Stock [Member] | Institutional Holder [Member]        
Cashless exercise warrants       359