Derivative Liabilities (Details)	3 Months Ended
Mar. 31, 2015
Significant assumptions used for black scholes valuation of the derivative
Expected dividend yield
Minimum [Member]
Significant assumptions used for black scholes valuation of the derivative
Risk free interest rate	0.03%
Stock volatility factor	55.59%
Weighted average expected option life	6 months
Maximum [Member]
Significant assumptions used for black scholes valuation of the derivative
Risk free interest rate	0.26%
Stock volatility factor	102.69%
Weighted average expected option life	9 months

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Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

+ Details

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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