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Equity - Schedule of Assumption of Black-Scholes Option Pricing Model (Details) - $ / shares	9 Months Ended		12 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Exercise price		$ 0.20
Risk-free interest rate	0.38%
Risk-free interest rate, Minimum		1.35%
Risk-free interest rate, Maximum		2.43%
Estimated volatility	300.069%
Estimated volatility, Minimum		492.64%
Estimated volatility, Maximum		520.24%
Expected dividend	0.00%	0.00%
Option price at valuation date		$ 0.19
Minimum [Member]
Exercise price	$ 0.17		$ 0.017
Expected term	3 years 2 months 30 days	3 years 2 months 30 days	3 years 2 months 30 days
Risk-free interest rate			1.35%
Estimated volatility			484.51%
Option price at valuation date	$ 0.12		$ 0.16
Maximum [Member]
Exercise price	$ 0.39		$ 0.27
Expected term	3 years 9 months	3 years 6 months	3 years 9 months
Risk-free interest rate			2.43%
Estimated volatility			533.64%
Option price at valuation date	$ 0.31		$ 0.27

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- Definition

Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award.

+ References

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Price of a single share of a number of saleable stocks of a company.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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