Debt (Tables)

6 Months Ended

Jan. 31, 2019

Debt Disclosure [Abstract]

Schedule of fair market value of all derivatives determined using the Black-Scholes option pricing model

Expected dividend yield	0.00	%
Expected stock price volatility	165.84% - 190.31	%
Risk-free interest rate	2.21% - 2.93	%
Expected term	0.58 - 2.75 years

Schedule of changes in fair value of derivative financial instruments

Balance at July 31, 2018	$	632,268
Derivative from new convertible promissory notes		419,000
Derivative liability resolved to additional paid in capital due to debt conversion		(141,768	)
Derivative loss		1,497,305
Balance at January 31, 2019	$	2,406,805