DERIVATIVE LIABILITY (Tables)

9 Months Ended

Sep. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	Nine months ended September 30, 2020			Year ended December 31, 2019
Conversion price	$	0.016 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		11.7 to 222.6	%		148.5 to 224.3	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

	September 30,  2020		December 31, 2019
Opening balance	$	905,576	$	1,833,672
Derivative financial liability arising from convertible note		1,131,094		1,053,842
Fair value adjustment to derivative liability		101,945		(1,981,938	)
	$	2,138,615	$	905,576