Fair Value Measurements - Schedule of Warrant Liability Value (Details)	Jun. 30, 2026	Mar. 31, 2026	Dec. 31, 2025
Monte Carlo simulation [Member] \| Risk-free interest rate [Member]
Schedule of Warrant Liability Value [Line Items]
Warrant measurement input	4.15		3.54
Derivative liability measurement input	4.17	3.87
Monte Carlo simulation [Member] \| Dividend yield [Member]
Schedule of Warrant Liability Value [Line Items]
Warrant measurement input
Derivative liability measurement input
Monte Carlo simulation [Member] \| Term (years) [Member]
Schedule of Warrant Liability Value [Line Items]
Warrant measurement input	2.28		2.77
Derivative liability measurement input	3.26	3.5
Monte Carlo simulation [Member] \| Annual Volatility [Member]
Schedule of Warrant Liability Value [Line Items]
Warrant measurement input	94.7		94.4
Derivative liability measurement input	90.8	88.5
Monte Carlo simulation [Member] \| Closing stock price [Member]
Schedule of Warrant Liability Value [Line Items]
Warrant measurement input	7.3		3.94
Derivative liability measurement input	7.3	3.2
Black-Scholes option valuation model [Member] \| Risk-free interest rate [Member]
Schedule of Warrant Liability Value [Line Items]
Derivative liability measurement input	4.15		3.61
Black-Scholes option valuation model [Member] \| Dividend yield [Member]
Schedule of Warrant Liability Value [Line Items]
Derivative liability measurement input
Black-Scholes option valuation model [Member] \| Term (years) [Member]
Schedule of Warrant Liability Value [Line Items]
Derivative liability measurement input	2.28		2.77
Black-Scholes option valuation model [Member] \| Annual Volatility [Member]
Schedule of Warrant Liability Value [Line Items]
Derivative liability measurement input	94.7		87.7
Black-Scholes option valuation model [Member] \| Closing stock price [Member]
Schedule of Warrant Liability Value [Line Items]
Derivative liability measurement input	7.3		3.94