Stockholders' Equity (Details 2) (USD $)	12 Months Ended
Dec. 31, 2014
Series B (Member)
Schedule of derivation of warrants granted value based on Black-Scholes pricing model [Abstract]
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions Grant Date	Jan. 29, 2014
Stock price	$ 13.75
Risk-free interest rate	1.81%
Expected dividend yield	0.00%
Expected term (in years)	4 years 9 months 18 days
Expected volatility	171.00%
Evans Warrants (Member)
Schedule of derivation of warrants granted value based on Black-Scholes pricing model [Abstract]
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions Grant Date	Oct. 21, 2014
Stock price	$ 3.75
Risk-free interest rate	0.56%
Expected dividend yield	0.00%
Expected term (in years)	2 years
Expected volatility	129.00%
Spector (Member)
Schedule of derivation of warrants granted value based on Black-Scholes pricing model [Abstract]
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions Grant Date	Dec. 12, 2014
Stock price	$ 1.11
Risk-free interest rate	0.56%
Expected dividend yield	0.00%
Expected term (in years)	2 years
Expected volatility	129.00%

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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-Section 50

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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-Subparagraph (SAB TOPIC 14.D.2)

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

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- Definition

Price of a single share of a number of saleable stocks of a company.

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