Derivative Warrant Liabilities (Details Narrative)	12 Months Ended
	Dec. 31, 2018	Mar. 31, 2017 shares
Warrant calculation description	The Company recalculated the value of warrants by applying a +/- 5% changes to the input variables in the Black-Scholes model that vary overtime, namely, the volatility and the risk-free rate. A 5.0% decrease or increase in volatility would not have materially changed the value of the warrants. A 5.0% decrease or increase in the risk-free rate would not have materially changed the value of the warrants; the value of the warrants is not strongly correlated with small changes in interest rates.
Measurement Input Price Volatility [Member]
Fair value assumption rate	0.050
Measurement Input Risk Free Interest Rate [Member]
Fair value assumption rate	0.050
Common Stock [Member]
Cashless exercise warrants		24
Warrant [Member]
Cashless exercise warrants		51