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Fair Value Measurements (Details 3)	12 Months Ended
	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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