Derivative Liability (Tables)

3 Months Ended

Mar. 31, 2026

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:

	Three months ended March 31, 2026			Year ended December 31, 2025
Conversion price	$	0.004739 to 0.01		$	0.0005 to 0.01
Risk free interest rate		3.70 to 3.72	%		3.54 to 4.44	%
Expected life of derivative liability		3 to 6 months			3 to 29 months
Expected volatility of underlying stock		186.99 to 189.60	%		189.8 to 443.26
Expected dividend rate		0	%		0	%

Schedule of Movement in Derivative Liability

The movement in derivative liability is as follows:

	Three months ended March 31, 2026			Year ended December 31, 2025
Opening balance	$	1,581,520		$	1,138,204
Derivative financial liability arising from convertible notes and warrants		-			150,000
Derivative liability arising on anti-dilutive convertible notes and warrants		-			13,220,310
Fair value of derivative liability on cancelled warrants		-			(12,794,203	)
Fair value adjustment to derivative liability		(1,018,083	)		(132,791	)
Closing balance	$	563,437		$	1,581,520