v3.26.1
DERIVATIVE LIABILITY (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF ACTIVITY OF DERIVATIVE LIABILITY

 

      
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 
Decrease to derivative due to conversion   (344,192)
Increase to derivative due to new issuances   111,871 
Derivative loss due to mark to market adjustment   169,116 
Balance at June 30, 2026  $71,228 
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:

 

   June 30, 2026   December 31, 2025 
Input  Weighted Avg.   Range   Weighted Avg.   Range 
Stock price  $1.12   $1.12   $0.10   $0.10 
Exercise price (conversion price)  $0.318   $0.408 - $0.612   $0.079   $0.079 
Risk-free interest rate   3.995%   3.98 - 4.01%   3.59%   3.59%
Expected term (years)   0.76    0.62 - 0.90    0.52    0.52 - 0.54 
Expected volatility   400.55%   316.96 - 484.14%   555.020%   546.69% - 559.16%
Dividend yield   -    -    -    -