DERIVATIVE LIABILITY (Tables)

9 Months Ended

Sep. 30, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	Nine months Ended September 30, 2021			Year Ended December 31, 2020
Conversion price		0.05 to 0.24			0.015 to 2.00
Risk free interest rate		0.05 to 0.94			0.09 to 1.53
Expected life of derivative liability		0.75 to 4.4 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

	September 30, 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		(4,714,451	)		(654,471	)
	$	820,965		$	2,966,416