CONVERTIBLE NOTES PAYABLE (Details 1) - $ / shares |
3 Months Ended | 12 Months Ended |
|---|---|---|
Mar. 31, 2026 |
Dec. 31, 2025 |
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| Binomial Lattice Model [Member] | ||
| Business Combination [Line Items] | ||
| Risk-free interest rate (cont. comp.) | 3.597% | |
| Expected volatility | 95.00% | |
| Credit-risk adjusted rate | 71.40% | |
| Stock price at valuation date | $ 0.03 | |
| Dividend yield | 0.00% | |
| Monte Carlo Simulation [Member] | ||
| Business Combination [Line Items] | ||
| Risk-free interest rate (cont. comp.) | 3.00% | |
| Expected volatility | 105.00% | |
| Credit-risk adjusted rate | 26.00% | |
| Stock price at valuation date | $ 0.07 | |
| Dividend yield | 0.00% | |
| Time to maturity (years) | 9 months 29 days |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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/disclosureRef
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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/disclosureRef
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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/disclosureRef
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