v3.26.1
Warrant Liability - Schedule of Fair Value of the Warrant Liabilities was Measured Using a Black–Scholes Model (Details) - Warrant Liability [Member]
Jun. 30, 2026
Dec. 31, 2025
Share price [Member]    
Schedule of Fair Value of Warrant Liabilities was Measured Using a Black–Scholes Model [Line Items]    
Warrant liabilities, measurement input 0.55 0.61
Exercise price [Member]    
Schedule of Fair Value of Warrant Liabilities was Measured Using a Black–Scholes Model [Line Items]    
Warrant liabilities, measurement input 4.49 4.49
Expected term (years) [Member]    
Schedule of Fair Value of Warrant Liabilities was Measured Using a Black–Scholes Model [Line Items]    
Warrant liabilities, measurement input 0.79 1.04
Risk-free interest rate [Member]    
Schedule of Fair Value of Warrant Liabilities was Measured Using a Black–Scholes Model [Line Items]    
Warrant liabilities, measurement input 3.9 3.5
Expected volatility [Member]    
Schedule of Fair Value of Warrant Liabilities was Measured Using a Black–Scholes Model [Line Items]    
Warrant liabilities, measurement input 100 100