Warrants - Fair Value of Warrant Liabilities (Details)	9 Months Ended
Sep. 30, 2018
Black Scholes
Fair value assumptions and methodology for assets and liabilities
Dividend yield	0.00%
Monte Carlo Simulation Model
Fair value assumptions and methodology for assets and liabilities
Dividend yield	0.00%
Measurement Input, Price Volatility \| Monte Carlo Simulation Model
Fair value assumptions and methodology for assets and liabilities
Expected volatility	114.30%
Measurement Input, Price Volatility \| Minimum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Expected volatility	95.00%
Measurement Input, Price Volatility \| Maximum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Expected volatility	122.50%
Measurement Input, Risk Free Interest Rate \| Minimum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate, Minimum	2.60%
Measurement Input, Risk Free Interest Rate \| Minimum \| Monte Carlo Simulation Model
Fair value assumptions and methodology for assets and liabilities
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate, Minimum	2.60%
Measurement Input, Risk Free Interest Rate \| Maximum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate, Minimum	2.90%
Measurement Input, Expected Term \| Minimum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Expected life in years	1 year
Measurement Input, Expected Term \| Maximum \| Black Scholes
Fair value assumptions and methodology for assets and liabilities
Expected life in years	3 years 2 months 12 days
Measurement Input, Expected Term \| Maximum \| Monte Carlo Simulation Model
Fair value assumptions and methodology for assets and liabilities
Expected life in years	1 year 1 month 6 days

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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.

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- Definition

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.

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- Definition

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

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- Definition

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://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(i)
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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=115993241&loc=d3e301413-122809

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