Derivative Liability (Tables)

9 Months Ended

Sep. 30, 2025

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:

	Nine months ended September 30, 2025			Year ended December 31, 2024
Conversion price	$	0.0005 to 0.01		$	0.0364 to 0.345
Risk free interest rate		3.72 to 4.44	%		3.58 to 5.50	%
Expected life of derivative liability		3 to 29 months			1 to 41 months
Expected volatility of underlying stock		189.8 to 443.26	%		24.3 to 262.09	%
Expected dividend rate		0.0	%		0.0	%

Schedule of Movement in Derivative Liability

The movement in derivative liability is as follows:

	Nine months ended September 30, 2025		Year ended December 31, 2024
Opening balance	$	1,138,204	$	1,434,196
Derivative financial liability arising from convertible debt and warrants		-		226,329
Derivative liability arising on repricing of convertible debt and warrants		13,220,310		6,370,074
Fair value adjustment to derivative liability		30,657,732		(6,892,395	)
Closing balance	$	45,016,246	$	1,138,204