Derivative Liability (Tables)
 3 Months Ended 12 Months Ended
Jun. 30, 2017
Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Schedule of Valuation Assumptions for Derivative Liabilities

At June 30, 2017 and March 31, 2017, the derivative liabilities were valued using a probability weighted Black-Scholes-Merton pricing model with the following assumptions:

 

    June 30, 2017     March 31, 2017  
Conversion feature:                
Risk-free interest rate     1.14-1.55 %     0.19 %
Expected volatility     127 %     125 %
Expected life (in years)     1 to 3 years       1 to 3 years  
Expected dividend yield     —       —  
                 
Fair Value:                
Conversion feature   $ 265,403     $ 240,791  

At March 31, 2017 and March 31, 2016, the derivative liabilities were valued using a probability weighted Black-Scholes-Merton pricing model with the following assumptions:

 

    March 31, 2017     March 31, 2016  
Conversion feature:                
Risk-free interest rate     0.19 %     0.19-1.04 %
Expected volatility     125 %     105.06-124.77 %
Expected life (in years)     1 to 3 years       .01 to 4 years  
Expected dividend yield     -       -  
                 
Fair Value:                
Conversion feature   $ 240,791     $ 401,127