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Derivative Liability - Schedule of Derivative Liability Using Weighted Average Black-Scholes-Merton Pricing Model (Details)

v3.19.1
Derivative Liability - Schedule of Derivative Liability Using Weighted Average Black-Scholes-Merton Pricing Model (Details) - $ / shares
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Stock Price $ 4.80 $ 1.50
Exercise Price [Member]    
Fair value assumptions, measurement input, exercise price per share 2.70 0.90
Expected Term [Member]    
Fair value assumptions, measurement input, term 1 year 9 months 11 days 1 year 3 months 4 days
Expected Volatility [Member]    
Fair value assumptions, measurement input, percentage 184.00% 189.00%
Dividend Yield [Member]    
Fair value assumptions, measurement input, percentage 0.00% 0.00%
Risk Free Interest Rate [Member]    
Fair value assumptions, measurement input, percentage 2.60% 1.72%
Upon Issuance [Member]    
Stock Price $ 3.00  
Upon Issuance [Member] | Exercise Price [Member]    
Fair value assumptions, measurement input, exercise price per share 2.25  
Upon Issuance [Member] | Expected Term [Member]    
Fair value assumptions, measurement input, term 1 year 7 months 6 days  
Upon Issuance [Member] | Expected Volatility [Member]    
Fair value assumptions, measurement input, percentage 177.00%  
Upon Issuance [Member] | Dividend Yield [Member]    
Fair value assumptions, measurement input, percentage 0.00%  
Upon Issuance [Member] | Risk Free Interest Rate [Member]    
Fair value assumptions, measurement input, percentage 1.70%