Derivative liability - Black Scholes Valuations (Details)	12 Months Ended
Dec. 31, 2017 $ / shares
Derivative Liability Details
Calculated stock price, min	$ 0.024
Calculated stock price, max	$ 0.10
Risk free interest rate, min	1.60%
Risk free interest rate, max	2.56%
Expected life of convertible notes, minimum	1 month
Expected life of convertible notes, maximum	5 years
Expected volatility of underlying stock, min	15.40%
Expected volatility of underlying stock, max	495.30%
Expected dividend rate	0.00%

It represents maximum calculated value of per share.

No definition available.

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- Definition

It represents mimum calculated value of per share.

+ References

No definition available.

+ Details

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- References

No definition available.

+ Details

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- Definition

Represents the expected life of convertible notes.

+ References

No definition available.

+ Details

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- Definition

Represents the expected life of convertible notes.

+ References

No definition available.

+ Details

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(iii)
-URI http://asc.fasb.org/extlink&oid=96867065&loc=d3e5070-113901

+ Details

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- Definition

The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

+ Details

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- Definition

The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

+ Details

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

+ Details

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

+ Details

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