DERIVATIVE LIABLITY (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of ranges of assumptions utilized in estimating fair value of conversion options and warrants

The ranges of assumptions utilized in estimating the fair value of the warrants and conversion options on the dates of issuance, settlement, and as of and for the years ended December 31, 2017 and 2016, are as follows:

	2017
Expected Volatility	19% to 87%	19% to 87%
Expected Term	0.0 to 5.0 Years	0.0 to 5.0 Years
Risk Free Rate	0.036% to 1.93%	0.036% to 1.93%
Dividend Rate	0.00%	0.00%
Triggering Capital raise probabilities	50% to 75%	50% to 75%

Schedule of derivative activity

A summary of derivative activity for the years ended December 31, 2017 and 2016 is as follows:

Balance at January 1, 2016	$	25,445,645
New issuances		648,836
Conversion feature reclassified to equity upon conversion of related notes payable.		(692,850	)
Change in fair value		(7,345,000	)
Balance at December 31, 2016	$	18,056,631
Modification of derivatives		319,770
Cancellation of warrants previously accounted for as derivative liabilities and elimination of derivative conversion features resulting from conversion of related party debt to equity		(11,213,573	)
Change in fair value		452,146
Reclassification of derivatives to equity upon removal of price protection in warrants		(7,614,974	)
Balance at December 31, 2017	$	—