Derivative Liablility (Tables)

6 Months Ended

Jun. 30, 2019

Derivative Liablility

Schedule of assumption used in Black Scholes

	Six months ended June 30, 2019
Calculated stock price		$0.07 to $0.09
Risk free interest rate		1.71% to 2.56%
Expected life of convertible notes and warrants		3 to 60 months
expected volatility of underlying stock		124.7% to 206.8%
Expected dividend rate		0	%

Schedule of derivative liability

	June 30, 2019			December 31, 2018
Opening balance (January 1)	$	4,618,080		$	2,859,832
Derivative liability on issued convertible notes and variable priced warrants		561,022			1,335,709
Fair value adjustments to derivative liability		(1,254,871	)		422,539
Closing balance	$	3,924,231		$	4,618,080