Derivative Instrument (Tables)

6 Months Ended

Jun. 30, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Value of Derivative Liability

The derivative liability, as it relates to the instrument, is shown in the following table:

Beginning balance, January 1, 2019	$	244,004
Additional issuance		-
Exercised/converted		-
Reclassification to equity		-
Change in value of derivative liability		25,295
Fair value, March 31, 2019		269,299

Schedule of Fair Value Assumptions of Derivative Liability

The value of the derivative liabilities was determined using the following Black-Scholes methodology:

Expected dividend yield (1) 0.00%	For the Years Ended
Risk-free interest rate (2) 2.0%	December 31, 2017			December 31, 2016
Expected volatility (3) 246%
Expected life (in years) 0.75		0.00	%		0.00	%

(1)	The Company has no history or expectation of paying cash dividends on its common stock.
(2)	The risk-free interest rate is based on the U.S. Treasury yield for a term consistent with the expected life of the promissory notes in effect at the time of issuance.
(3)	The volatility of the Company’s common stock is based on trading activity for the previous contractual term ended at each promissory note issuance date.

Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis

Assets and liabilities measured at fair value on a recurring basis were presented on the Company’s consolidated balance sheet as at June 30, 2019 as follows:

Description	Fair Value Measurements at June 30, 2019 Using Fair Value Hierarchy
	Total		Level 1		Level 2		Level 3
Derivative liability	$	269,299	$	-	$	-	$	269,299
Total	$	269,299	$	-	$	-	$	269,299