Derivative liability (Tables)

12 Months Ended

Dec. 31, 2018

Derivative Liablility Tables

Schedule of assumption used in Black Scholes

The following assumptions were used in the Black-Scholes valuation model: 

	Year ended December 31, 2018
Calculated stock price		$0.024 to $0.10
Risk free interest rate		1.60% to 3.05%
Expected life of convertible notes and warrants		1 month to 5 years
expected volatility of underlying stock		105.24% to 219.40%
Expected dividend rate		0	%

Schedule of derivative liability

The movement in derivative liability is as follows: 

	December 31, 2018		December 31, 2017
Opening balance	$	2,859,832	$	—
Derivative liability on convertible notes and variable priced warrants		1,335,709		1,826,500
Fair value adjustments to derivative liability		422,539		1,033,332
Closing balance	$	4,618,080	$	2,859,832