SCHEDULE OF EACH OPTION WARRANT ESTIMATED USING THE BLACK-SCHOLES VALUATION MODEL (Details) - Warrant [Member]	3 Months Ended	12 Months Ended
Mar. 31, 2023	Dec. 31, 2022
Accumulated Other Comprehensive Income (Loss) [Line Items]
Risk free interest rate
Expected volatility
Expected dividend yield
Minimum [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Risk free interest rate	2.00%
Expected term	10 months 13 days
Expected volatility	169.91%
Expected dividend yield	0.00%
Maximum [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Risk free interest rate	25.00%
Expected term	3 years 6 months 18 days
Expected volatility	268.79%
Expected dividend yield	0.00%

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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-Topic 220
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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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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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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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