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Derivative Liability (Tables) | 12 Months Ended
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Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Assumptions Used in Calculation of Derivative Liability Using Black-Scholes Option Pricing Model | The fair value of the derivative liability as of November 13, 2014 has been calculated using the Black-Scholes option pricing model with the following assumptions:
Risk-free interest rate |  | 0.53%
Expected life of derivative liability |  | 2.13 years
Expected volatility |  | 85.76%
Dividend rate |  | N/A
Schedule of Changes in Derivative Liability Related to Conversion Feature | The change in the derivative liability related to the conversion feature is as follows:
|  | December 31, |
|  | 2014 |  |  | 2013 |
Fair value of derivative liability at beginning of period |  | $ | 2,169 |  |  | $ | - |
Fair value of $2,000 drawdown |  |  | 1,556 |  |  |  | - |
Fair value of $3,000 drawdown |  |  | 1,691 |  |  |  | 2,061 |
Change in fair value of derivative liability |  |  | (2,919 | ) |  |  | 108 |
Reclassification to equity |  |  | (2,497 | ) |  |  | - |
Fair value of derivative liability at end of period |  |  | - |  |  | $ | 2,169 |

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- Definition Tabular disclosure of quantitative information about the inputs used in the fair value measurement of liabilities. This disclosure may include, but is not limited to, the fair value of the liability, valuation technique used to measure fair value, the inputs used to measure fair value, the ranges of the inputs, and the weighted averages of the inputs. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258 + Details
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- Definition Tabular disclosure of derivative liabilities at fair value. + References No definition available. + Details
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