Debt (Tables)

9 Months Ended

Apr. 30, 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		509,000
Derivative liability resolved to additional paid in capital due to debt conversion		(432,276	)
Derivative loss		593,605
Balance at April 30, 2019	$	1,302,597