Annual report pursuant to Section 13 and 15(d)

Fair Value Measurements - Assumptions, RF (Details)

v3.3.1.900
Fair Value Measurements - Assumptions, RF (Details)
12 Months Ended
Oct. 20, 2015
USD ($)
$ / shares
Dec. 31, 2015
USD ($)
item
$ / shares
shares
Dec. 31, 2014
USD ($)
item
$ / shares
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Number of changes in valuation techniques | item   0 0
Amount of transfers of assets from level 1 to level 2   $ 0 $ 0
Amount of transfers of assets from level 2 to level 1   $ 0 0
Common stock warrants      
Level 3 Valuation      
Number of shares available under warrant | shares   40,000  
Level 3      
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Beginning balance   $ 1,181,684 431,582
Issuance of liability   209,542 844,056
Expiration of obligation   (1,112,000)  
Recording of obligation at fair value     2,598,510
Change in fair value   (201,049) (2,266,161)
Reclassification of liability to stockholders' equity     (426,303)
Ending balance   $ 78,177 1,181,684
Warrants on Preferred Stock | Level 3      
Level 3 Valuation      
Volatility   70.00%  
Risk free interest rate   1.72%  
Strike price | $ / shares   $ 8.40  
Fair value of stock price | $ / shares   $ 3.35  
Expected life   4 years 9 months 18 days  
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Beginning balance   $ 69,684 431,582
Issuance of liability     844,056
Change in fair value   (42,078) (779,651)
Reclassification of liability to stockholders' equity     (426,303)
Ending balance   $ 27,606 $ 69,684
Investor Rights Obligation | Level 3      
Level 3 Valuation      
Volatility   60.00% 60.00%
Strike price | $ / shares     $ 8.4000
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Beginning balance   $ 1,112,000  
Expiration of obligation   (1,112,000)  
Recording of obligation at fair value     $ 2,598,510
Change in fair value     (1,486,510)
Ending balance     $ 1,112,000
Investor Rights Obligation | Level 3 | Minimum      
Level 3 Valuation      
Risk free interest rate     0.05%
Fair value of stock price | $ / shares     $ 0.00
Expected life     6 months
Investor Rights Obligation | Level 3 | Maximum      
Level 3 Valuation      
Risk free interest rate     0.63%
Fair value of stock price | $ / shares     $ 5.04
Expected life     1 year 9 months
Equity Unit Purchase Option [Member] | Other Nonoperating Income (Expense)      
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Change in fair value   $ 158,971  
Equity Unit Purchase Option [Member] | Level 3      
Level 3 Valuation      
Strike price | $ / shares $ 7.48 $ 7.48  
Fair value of stock price | $ / shares $ 4.98 $ 3.35  
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation      
Issuance of liability   $ 209,542  
Change in fair value   (158,971)  
Ending balance $ 209,542 $ 50,571  
Equity Unit Purchase Option [Member] | Level 3 | Class A Warrant [Member]      
Level 3 Valuation      
Strike price | $ / shares $ 5.23 $ 5.23  
Equity Unit Purchase Option [Member] | Level 3 | Class B Warrant [Member]      
Level 3 Valuation      
Strike price | $ / shares $ 4.49 $ 4.49  
Equity Unit Purchase Option [Member] | Level 3 | Minimum      
Level 3 Valuation      
Volatility 65.00% 55.00%  
Risk free interest rate 0.03% 0.14%  
Equity Unit Purchase Option [Member] | Level 3 | Maximum      
Level 3 Valuation      
Volatility 90.00% 85.00%  
Risk free interest rate 1.29% 1.16%