v3.26.3
Derivative Liability (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Liability [Abstract]  
Schedule of Derivative Liability

The derivative liability was the conversion feature bifurcated from the convertible note contract as presented in Note 13. The movement of the derivative liability is as follows:

 

    As of
June 30,
2026		     As of
December 31,
2025		  
Beginning balance   $ 1,657,399     $ -  
Issuance of derivative liability     -       2,058,567  
Convert into shares     (4,816 )     　-  
Decrease in fair value     (1,512,221 )     (401,168 )
Ending balance   $ 140,362     $ 1,657,399  
Schedule of Assumptions Used to Perform the Monte-Carlo Simulation Model The assumptions used to perform the Monte-Carlo simulation model below:

 

    August 2025
Convertible Notes		     November 2025
Convertible Notes		  
Assumption Parameters   Issuance
Date
(August 7,
2025)		     Reporting
date
(June 30,
2026)		     Issuance
Date
(November 17,
2025)		     Reporting
date
(June 30,
2026)		  
Risk-Free Rate     3.90 %     3.72 %     3.70 %     3.98 %
Expected Stock Price Volatility     130 %     178 %     132 %     112 %
Risk-Adjusted Discount Rate     12.30 %     14.92 %     12.80 %     15.18 %
Expected Term (Years)     1.00       0.12       1.00       0.31