Derivative Liablility (Tables)

6 Months Ended

Jun. 30, 2020

Derivative Liablility

Schedule of assumption used in Black Scholes

	Six months ended June 30, 2020
Calculated stock price	$	0.0001 to 0.0014
Risk free interest rate		0.05% to 0.33%
Expected life of convertible notes and warrants		1 to 60 months
expected volatility of underlying stock		193.9% to 779.0%
Expected dividend rate		0	%

Schedule of derivative liability

	June 30, 2020			December 31, 2019
Opening balance	$	8,694,272		$	4,618,080
Derivative liability mark-to-market on convertible debt extinguishment		126,444,276			—
Derivative liability on revised convertible notes and warrants arising from convertible debt extinguishment		6,349,265			—
Derivative liability cancelled on debt extinguishment		(144,893,444	)		—
Derivative liability on issued convertible notes and variable priced warrants		—			1,477,163
Fair value adjustments to derivative liability		12,792,570			2,599,029
Closing balance	$	9,386,939		$	8,694,272