Derivative Liability (Tables)

12 Months Ended

Dec. 31, 2024

Derivative Liability [Abstract]

Schedule of Assumptions were used in the Black-Scholes Valuation Model

The following assumptions were used in the Black-Scholes valuation model:

	Year ended December 31, 2024			Year ended December 31, 2023
Conversion price	$	0.0364 to 0.345		$	0.104 to 0.345
Risk free interest rate		3.58 to 5.50	%		3.60 to 5.55	%
Expected life of derivative liability	$	1 to 41 months			3.5 to 47 months
Expected volatility of underlying stock		24.3 to 262.09	%		158.72 to 217.01	%
Expected dividend rate		0.0	%		0.0	%

Schedule of Movement in Derivative Liability

The movement in derivative liability is as follows:

	Year ended December 31, 2024			Year ended December 31, 2023
Opening balance	$	1,434,196		$	2,550,642
Derivative financial liability arising from convertible notes and warrants		226,329			385,000
Derivative liability arising on anti-dilutive convertible notes and warrants		6,370,074			-
Fair value adjustment to derivative liability		(6,892,395	)		(1,501,446	)
Closing balance	$	1,138,204		$	1,434,196