Derivative Liability - Schedule of Assumptions were used in the Black-Scholes Valuation Model (Details)	Mar. 31, 2026	Dec. 31, 2025
Expected dividend rate [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0	0
Minimum [Member] | Conversion price [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.004739	0.0005
Minimum [Member] | Risk free interest rate [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	3.7	3.54
Minimum [Member] | Expected life of derivative liability [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	3	3
Minimum [Member] | Expected volatility of underlying stock [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	186.99	189.8
Maximum [Member] | Conversion price [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	0.01	0.01
Maximum [Member] | Risk free interest rate [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	3.72	4.44
Maximum [Member] | Expected life of derivative liability [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	6	29
Maximum [Member] | Expected volatility of underlying stock [Member]
Schedule of Assumptions were used in the Black-Scholes Valuation Model [Line Items]
Derivative measurement inputs	189.6	443.26