DERIVATIVE LIABILITY (Tables)

3 Months Ended

12 Months Ended

Mar. 31, 2020

Dec. 31, 2019

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	%

	Year ended December 31, 2019			Year ended December 31, 2018
Conversion price*	$	0.02 to 2.00		$	0.20 to 2.50
Risk free interest rate		1.53 to 2.59	%		1.78 to 2.81	%
Expected life of derivative liability		1 to 12 months			3 to 12 months
Expected volatility of underlying stock		148.5 to 224.3	%		169.15 to 230.55	%
Expected dividend rate		0	%		0	%

* Adjusted for 10 for 1 reverse stock split effective November 1, 2019.

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

	December 31,  2019			December 31, 2018
Opening balance	$	1,833,672		$	3,277,621
Derivative financial liability arising from convertible note		1,053,842			2,685,844
Fair value adjustment to derivative liability		(1,981,938	)		(4,129,793	)
	$	905,576		$	1,833,672