v3.26.1
SCHEDULE OF DERIVATIVE LIABILITIES UNOBSERVABLE INPUTS USED IN THE VALUATION MODELS (Details)
3 Months Ended
Mar. 31, 2026
Debt Instrument [Line Items]  
Valuation methodology Monte Carlo Simulation and Black-Scholes Option Pricing Model
Measurement Input, Share Price [Member] | Minimum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 0.0018
Measurement Input, Share Price [Member] | Maximum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 0.9170
Measurement Input, Expected Dividend Rate [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 0.0
Measurement Input, Price Volatility [Member] | Minimum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 230.5
Measurement Input, Price Volatility [Member] | Maximum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 250.4
Measurement Input, Risk Free Interest Rate [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 3.48
Measurement Input, Expected Term [Member] | Minimum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 0.48
Measurement Input, Expected Term [Member] | Maximum [Member]  
Debt Instrument [Line Items]  
Derivative liability measurement input 1.04