DERIVATIVE LIABILITY (Tables)

3 Months Ended

Mar. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	Three months Ended March 31, 2021			Year Ended December 31, 2020
Conversion price	$	0.045 to 0.24		$	0.015 to 2.00
Risk free interest rate		0.07 to 0.92	%		0.09 to 1.53	%
Expected life of derivative liability		1 to 5 years			1 to 12 months
Expected volatility of underlying stock		181.31 to 215.33	%		171.7 to 222.6	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

	March 31, 2021			December 31, 2020
Opening balance	$	2,966,416		$	905,576
Derivative financial liability arising from convertible note		2,569,000			1,406,369
Fair value adjustment to derivative liability		(965,144	)		(654,471	)
	$	4,570,272		$	2,966,416