v3.26.1
Derivative Liabilities - Schedule of Black-Scholes Option Pricing Model, a Market-Based Valuation Technique (Details)
Jun. 30, 2026
Dividend yield [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 0
Minimum [Member] | Volatility [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 0.721
Minimum [Member] | Risk-free interest rate [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 0.0343
Minimum [Member] | Expected term [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 1.03
Maximum [Member] | Volatility [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 77.6
Maximum [Member] | Risk-free interest rate [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 4.13
Maximum [Member] | Expected term [Member]  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liabilities, measurement inputs 1.5