v3.26.1
DERIVATIVE LIABILITY (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF ACTIVITY OF DERIVATIVE LIABILITY

  

      
Balance at December 31, 2023  $293,621 
Decrease to derivative due to repayments   (66,769)
Increase to derivative due to new issuances   378,156 
Derivative gain due to mark to market adjustment   (94,854)
Balance at December 31, 2024   510,154 
Decrease to derivative due to repayment   (1,223,594)
Increase to derivative due to new issuances   591,882 
Derivative loss due to mark to market adjustment   255,991 
Balance at December 31, 2025  $134,433 
SCHEDULE OF OUTSTANDING CONVERSION FEATURE DERIVATIVE LIABILITIES

The following table summarizes the weighted average key inputs used in the Black-Scholes model for all outstanding conversion feature derivative liabilities as of the measurement dates:

  

   December 31, 2025   December 31, 2024 
Input 

Weighted Avg.

   Range  

Weighted Avg.

   Range 
Stock price  $0.10   $0.10   $0.003300   $0.0033 
Exercise price (conversion price)  $0.079   $0.079   $0.0010   $0.0009 - 0.0011 
Risk-free interest rate   3.59%   3.59%   4.34%   4.32 - 4.37%
Expected term (years)   0.52    0.52– 0.54    0.30    0.25 - 0.33 
Expected volatility   555.020%   546.69% - 559.16%   348.13%   338.03% - 365.61%
Dividend yield   -    -    -    -