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Derivative Liabilities (Tables) | 12 Months Ended
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Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Liabilities at Fair Value | The derivative liabilities were valued using the Black-Scholes-Merton valuation model with the following assumptions:
|  | As of |  |  | As of |
|  | December 31, 2019 |  |  | December 31, 2018 |
Risk-free interest rate |  | $ | 2.4 | % |  | $ | 3.0 | %
Expected volatility |  |  | 173 | % |  |  | 201 | %
Expected life (in years) |  |  | 3.4 years |  |  |  | 4.4 years |
Expected dividend yield |  |  | 0.00 | % |  |  | 0.00 | %
Fair Value of warrants |  | $ | 28,545 |  |  | $ | 241,923 |

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- Definition Tabular disclosure of assumption used to determine benefit obligation and net periodic benefit cost of defined benefit plan. Includes, but is not limited to, discount rate, rate of compensation increase, expected long-term rate of return on plan assets and interest crediting rate. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 715 -SubTopic 20 -Section 50 -Paragraph 1 -Subparagraph (k) -URI http://asc.fasb.org/extlink&oid=118255775&loc=d3e1928-114920 + Details
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