DERIVATIVE LIABILITIES (Tables)

6 Months Ended

Sep. 30, 2024

Debt Instrument [Line Items]

SCHEDULE OF DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

	Fiscal Year 2025			Fiscal Year 2024
	$			$
Derivative liabilities, beginning of period - March 31		1,435,668			759,065
New issuance [Note 9]		649,533			642,416
Change in fair value of derivatives during period		533,126			(50,033	)
Reduction due to preferred shares converted [Note 9]		(969,150	)		—
Derivative liabilities, end of period		1,649,177			1,351,448

SCHEDULE OF DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

The lattice methodology was used to value the derivative components of Series A Preferred Stock, using the following assumptions during the six months ended September 30, 2024, and 2023:

	September 30, 2024		September 30, 2023
Dividend yield (%)		12		12
Risk-free rate for term (%)		4.1 - 5.1		4.9 – 5.2
Volatility (%)		91.2 - 132.5		71.9 – 111.4
Remaining terms (Years)		0.67 - 1.59		0.34 – 2.01
Stock price ($ per share)		0.24 - 1.14		2.14 – 3.82

The Monte Carlo simulation methodology was used to value the derivative components of Series B Preferred Stock, using the following assumptions during the six months ended September 30, 2024:

	September 30, 2024		September 30, 2023
Dividend yield (%)		12		12
Risk-free rate for term (%)		3.7 - 5.1		5.04 - 5.24
Volatility (%)		126.4 - 182.2		76.2 - 119.1
Remaining terms (Years)		0.97 - 2		0.25 - 0.5
Stock price ($ per share)		0.24 - 1.34		0.64 - 2.14

Convertible Debt [Member]

Debt Instrument [Line Items]

SCHEDULE OF DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

	Fiscal Year 2025			Fiscal Year 2024
	$			$
Balance beginning of period – March 31		991,866			1,008,216
New Issuance		—			1,942,004
Conversion to common shares		(490,972	)		—
Change in fair value of derivative liabilities		(32,515	)		(32,635	)
Convertible note redemption		(8,320	)		(33,607	)
Balance end of period – September 30		460,059			2,883,978

The Monte-Carlo methodology was used to value the convertible note and warrant derivative components during the six months ended September 30, 2024, and 2023, using the following assumptions:

	September 30, 2024	September 30, 2023
Risk-free rate for term (%)	4.1 - 5.2	4.2 - 5.3
Volatility (%)	91.2 - 352.4	76.2 - 126.6
Remaining terms (Years)	0.25 - 0.5	0.25 - 1.49
Stock price ($ per share)	0.24 - 1.45	0.46 - 3.04

SCHEDULE OF DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

The Monte-Carlo methodology was used to value the convertible note and warrant derivative components during the six months ended September 30, 2024, and 2023, using the following assumptions:

	September 30, 2024	September 30, 2023
Risk-free rate for term (%)	4.1 - 5.2	4.2 - 5.3
Volatility (%)	91.2 - 352.4	76.2 - 126.6
Remaining terms (Years)	0.25 - 0.5	0.25 - 1.49
Stock price ($ per share)	0.24 - 1.45	0.46 - 3.04