Derivative Liability (Details) - Schedule of Assumptions were used in the Black-Scholes Valuation Model	Sep. 30, 2024	Dec. 31, 2023
Conversion price [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.0491	0.104
Conversion price [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.345	0.345
Risk free interest rate [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	3.58	3.6
Risk free interest rate [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	5.5	5.55
Expected life of derivative liability [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	1	3.5
Expected life of derivative liability [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	35	47
Expected volatility of underlying stock [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	24.3	158.72
Expected volatility of underlying stock [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	262.09	217.01
Expected dividend rate [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0	0