Warrants - Schedule of Fair Value Assumptions Related to Warrants Outstanding (Details) |
9 Months Ended | 12 Months Ended | |
|---|---|---|---|
Sep. 30, 2015 |
Dec. 31, 2014 |
Dec. 31, 2013 |
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| Dividend yield | 0.00% | 0.00% | 0.00% |
| Minimum [Member] | |||
| Risk-free rate | 0.12% | 0.12% | 0.92% |
| Expected volatility | 112.00% | 112.00% | 116.00% |
| Expected term | 1 year 1 month 6 days | 1 year 1 month 6 days | 2 years 6 months |
| Maximum [Member] | |||
| Risk-free rate | 1.47% | 1.47% | 5.15% |
| Expected volatility | 170.00% | 170.00% | 170.00% |
| Expected term | 5 years 6 months | 5 years 6 months | 7 years 6 months |
| Warrant [Member] | |||
| Dividend yield | 0.00% | 0.00% | 0.00% |
| Warrant [Member] | Minimum [Member] | |||
| Risk-free rate | 0.12% | 0.12% | 0.62% |
| Expected volatility | 102.00% | 112.00% | 108.00% |
| Expected term | 1 year | 1 year | 2 years 6 months |
| Warrant [Member] | Maximum [Member] | |||
| Risk-free rate | 0.86% | 0.66% | 4.59% |
| Expected volatility | 159.00% | 159.00% | 167.00% |
| Expected term | 2 years 6 months | 2 years 6 months | 10 years |
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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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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