DERIVATIVE LIABILITY (Tables)

3 Months Ended

Mar. 31, 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		(334,604	)
Increase to derivative due to new issuances		62,992
Derivative loss due to mark to market adjustment		140,937
Balance at March 31, 2026	$	3,758

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:

	March 31, 2026						December 31, 2025
Input	Weighted Avg.			Range			Weighted Avg.			Range
Stock price	$	0.22		$	0.22		$	0.10		$	0.10
Exercise price (conversion price)	$	0.318		$	0.212		$	0.079		$	0.079
Risk-free interest rate		3.72	%		3.68	%		3.59	%		3.59	%
Expected term (years)		0.87			0.87			0.52			0.52– 0.54
Expected volatility		500.73	%		581.29	%		555.020	%		546.69% - 559.16	%
Dividend yield		-			-			-			-