DERIVATIVE LIABILITY (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of assumptions were used in the Black-Scholes valuation model

	Three months ended March 31, 2020			Year ended December 31, 2019
Conversion price*	$	0.02 to 2.00		$	0.02 to 2.00
Risk free interest rate		0.11 to 1.53	%		1.53 to 2.59	%
Expected life of derivative liability		1 to 12 months			1 to 12 months
Expected volatility of underlying stock		219.1 to 222.6	%		148.5 to 224.3	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

	March 31,  2020			December 31, 2019
Opening balance	$	905,576		$	1,833,672
Derivative financial liability arising from convertible note		296,250			1,053,842
Fair value adjustment to derivative liability		(102,121	)		(1,981,938	)
	$	1,099,705		$	905,576