STOCKHOLDERS DEFICIT (Details 1) - Black-Scholes option Pricing Model [Member] |
6 Months Ended | |
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Jun. 30, 2026 |
Jun. 30, 2025 |
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| Expected term (years) | 1 year 3 months 18 days | 3 years |
| Volatility | 203.30% | |
| Risk-free interest rate | 3.98% | 4.00% |
| Dividend yield | 0.00% | |
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Rate of weighted-average expected volatility for award under share-based payment arrangement. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Details
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