Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model	6 Months Ended	12 Months Ended
Jan. 31, 2022	Jul. 31, 2021
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]
Expected dividend yield	0.00%	0.00%
Minimum [Member]
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]
Expected stock price volatility	81.43%	125.60%
Risk-free interest rate	0.03%	0.05%
Expected term	18 days	10 days
Maximum [Member]
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]
Expected stock price volatility	250.19%	283.01%
Risk-free interest rate	1.79%	1.65%
Expected term	9 years 6 months	10 years

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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.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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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.

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