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Fair Value Measurements (Details 3) | 12 Months Ended
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Mar. 31, 2020 | Mar. 31, 2019
Fair Value Measurements Details 3Abstract |  |
Expected volatility | 101.40% | 53.40%
Coupon rate | 12.75% | 12.75%
Dividend yield | 0.00% | 0.00%
Risk-free rate | 0.20% | 2.30%
Expected term (in years) | 1 year 2 months 30 days | 2 years 2 months 30 days
Unsecured convertible notes payable related party, net (yield model with a Black-Scholes-Merton option pricing model): |  |
Expected volatility | 101.60% | 53.40%
Coupon rate | 7.50% | 7.50%
Dividend yield | 0.00% | 0.00%
Risk-free rate | 18.00% | 226.00%
Expected term (in years) | 1 year 2 months 1 day | 2 years 2 months 1 day
Unsecured convertible note payable (yield model with a Black-Scholes-Merton option pricing model): |  |
Expected volatility | 110.00% |
Coupon rate | 8.00% |
Dividend yield | 0.00% |
Risk-free rate | 0.20% |
Expected term (in years) | 1 year 10 months 6 days |

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