DERIVATIVE LIABILITY (Tables)

9 Months Ended

12 Months Ended

Sep. 30, 2022

Dec. 31, 2021

Derivative Liability [Abstract]

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

	Nine months ended September 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 4.25	%		0.05 to 1.12	%
Expected life of derivative liability		1.5 to 59 months			1.6 to 49.6 months
Expected volatility of underlying stock		120.49 to 258.3	%		161.19 to 215.33	%
Expected dividend rate		0	%		0	%

	Year Ended December 31, 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 1.12	%		0.09 to 1.53	%
Expected life of derivative liability		1.6 to 49.6 months			1 to 12 months
Expected volatility of underlying stock		161.19 to 215.33	%		171.7 to 222.6	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

	September 30, 2022		December 31, 2021
Opening balance	$	407,161	$	2,966,416
Derivative financial liability arising from convertible note and warrants		238,182		2,569,000
Fair value adjustment to derivative liability		65,046		(5,128,255	)
	$	710,389	$	407,161

	December 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		(5,128,255	)		(654,471	)
	$	407,161		$	2,966,416