Derivative Liablility (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Liablility

Schedule of assumption used in Black Scholes

	Three months ended March 31, 2020
Calculated stock price	$	0.0001
Risk free interest rate		0.05% to 0.33%
Expected life of convertible notes and warrants		1 to 53 months
expected volatility of underlying stock		193.9% to 363.7%
Expected dividend rate		0	%

Schedule of derivative liability

	March 31, 2020		December 31, 2019
Opening balance	$	8,694,272	$	4,618,080
Derivative liability on issued convertible notes and variable priced warrants		—		1,477,163
Fair value adjustments to derivative liability		9,754,896		2,599,029
Closing balance	$	18,449,168	$	8,694,272