Derivative Liability - Schedule of Assumptions were used in the Black-Scholes Valuation Model (Details)	Jun. 30, 2025	Dec. 31, 2024
Conversion price [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.0005	0.0364
Conversion price [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.0022	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	3.72	3.58
Risk free interest rate [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	4.44	5.5
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	1
Expected life of derivative liability [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	29	41
Expected volatility of underlying stock [Member] | Minimum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	189.8	24.3
Expected volatility of underlying stock [Member] | Maximum [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	352.45	262.09
Expected dividend rate [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0	0