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DERIVATIVE LIABILITY (Tables)
 6 Months Ended
Jun. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of assumptions were used in the Black-Scholes valuation model
    Six months ended
June 30\,
2022		     Year ended
December 31,
2021		  
Conversion price   $ 0.05 to $0.15     $ 0.05 to $0.24  
Risk free interest rate     0.79 to 3.00 %     0.05 to 1.12 %
Expected life of derivative liability     1.5 to 43.6 months       1.6 to 49.6 months  
Expected volatility of underlying stock     151.07 to 258.3 %      161.19 to 215.33 % 
Expected dividend rate     0 %     0 %

  
Schedule of movement in derivative liability
   June 30,
2022		   December 31,
2021		 
Opening balance  $407,161   $2,966,416 
Derivative financial liability arising from convertible note   
-
    2,569,000 
Fair value adjustment to derivative liability   149,941    (5,128,255)
   $557,102   $407,161