v3.26.1
Fair Value Measurements - Schedule of Key Input Models (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2026
Dec. 31, 2025
Monte Carlo Simulation model [Member]    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average expected volatility 95.00% 95.00%
Expected dividend yield 0.00% 0.00%
Monte Carlo Simulation model [Member] | Minimum    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average risk-free interest rate 3.66% 3.45%
Weighted-average expected term (in years) 5 months 19 days 8 months 19 days
Monte Carlo Simulation model [Member] | Maximum    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average risk-free interest rate 3.76% 3.51%
Weighted-average expected term (in years) 2 years 4 months 28 days 2 years 7 months 24 days
Warrants [Member] | Black-Scholes option-pricing model [Member]    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average expected volatility 100.00% 150.00%
Expected dividend yield 0.00% 0.00%
Warrants [Member] | Black-Scholes option-pricing model [Member] | Minimum    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average risk-free interest rate 4.00% 3.70%
Weighted-average expected term (in years) 6 years 3 months 25 days 3 months 3 days
Warrants [Member] | Black-Scholes option-pricing model [Member] | Maximum    
Fair Value, off-Balance-Sheet Risks, Disclosure Information [Line Items]    
Weighted-average risk-free interest rate 4.06% 4.20%
Weighted-average expected term (in years) 6 years 10 months 9 days 9 years 6 months 7 days