v3.26.1
SCHEDULE OF BLACK-SCHOLES OPTION PRICING MODELS FOR WARRANT-BASED STOCK COMPENSATION (Details) - $ / shares
6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 24, 2026
Accumulated Other Comprehensive Income (Loss) [Line Items]      
Expected volatility minimum $ 0.15   $ 0.115
Warrant [Member] | Minimum [Member]      
Accumulated Other Comprehensive Income (Loss) [Line Items]      
Expected volatility minimum $ 0.115 $ 0.11  
Risk-free interest rate 3.74% 3.81%  
Expected terms (in years) 5 years 5 years  
Expected share price volatility 83.75% 107.75%  
Expected dividend yield 0.00% 0.00%  
Warrant [Member] | Maximum [Member]      
Accumulated Other Comprehensive Income (Loss) [Line Items]      
Expected volatility minimum $ 0.15 $ 0.13  
Risk-free interest rate 4.17% 4.54%  
Expected terms (in years) 10 years 10 years  
Expected share price volatility 102.26% 109.69%  
Expected dividend yield 0.00% 0.00%