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Derivative Liabilities - Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model (Details) | 12 Months Ended
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Dec. 31, 2019
Expected Volatility [Member] |
Fair value assumptions, measurement input, percentages | 328.00%
Expected Term - Years [Member] |
Fair value assumptions, measurement input, term | 9 months 14 days
Risk-Free Interest Rate [Member] |
Fair value assumptions, measurement input, percentages | 2.57%
Expected Dividend Yield [Member] |
Fair value assumptions, measurement input, percentages | 0.00%

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