Assumptions used in the Black-Scholes valuation model for stock options (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Assumptions used in the Black-Scholes valuation model for stock options
Stock price over the period	0.17 – 0.23	0.20 –0.94
Risk free interest rate	0.0013	0.0009
Expected volatility	0.9524	1.1414
Expected dividend rate	0.00%	0.00%