DERIVATIVE LIABILITIES (Tables)

3 Months Ended

Jun. 30, 2025

SCHEDULE OF CONVERTIBLE NOTE AND WARRANT DERIVATIVE LIABILITIES

	Fiscal Year 2026		Fiscal Year 2025
	$		$
Derivative liabilities, beginning of period - March 31		1,478,717		1,435,668
New issuance [Note 9]		-		472,341
Change in fair value of derivatives during period – June 30		2,805		300,438
Reduction due to preferred shares converted [Note 9]				(885,073	)
Derivative liabilities, end of period		1,481,522		1,323,374

Convertible Debt [Member]

SCHEDULE OF CONVERTIBLE NOTE AND WARRANT DERIVATIVE LIABILITIES

	Fiscal Year 2026			Fiscal Year 2025
	$			$
Balance beginning of period – March 31		516,107			991,866
Conversion to common shares		-			(475,616	)
Change in fair value of derivative liabilities		22,395			6,416
Convertible note redemption		(8,433	)		(6,559	)
Balance end of period – June 30		438,162			516,107

SCHEDULE OF CONVERTIBLE NOTE AND WARRANT DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

The Monte-Carlo methodology was used to value the convertible note and warrant derivative components during the three months ended June 30, 2025 and 2024, using the following assumptions:

	June 30, 2025		June 30, 2024
Risk-free rate for term (%)		0.1 - 5		5 - 5.2
Volatility (%)		107.6 - 352.4		91.2 - 120.5
Remaining terms (Years)		0.25 - 0.5		0.25 - 0.44
Stock price ($ per share)		0.24 - 0.8		0.9 - 1.45

Series A Preferred Stock [Member]

SCHEDULE OF CONVERTIBLE NOTE AND WARRANT 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 three months ended June 30, 2025 and 2024:

	June 30, 2025		June 30, 2024
Dividend yield (%)		12		12
Risk-free rate for term (%)		4.1 - 4.3		5 - 5.1
Volatility (%)		116.9 - 194.2		91.2 - 118.3
Remaining terms (Years)		0.17 - 1.25		0.92 - 1.59
Stock price ($ per share)		0.24 - 0.37		0.9 - 1.14

Series B Preferred Stock [Member]

SCHEDULE OF CONVERTIBLE NOTE AND WARRANT DERIVATIVE COMPONENTS VALUATION ASSUMPTIONS

The Monte Carlo simulation methodology was used to value the derivative components of Series B Preferred Stock, using the following assumptions during the three months ended June 30, 2025:

	June 30, 2025		June 30, 2024
Dividend yield (%)		12		12
Risk-free rate for term (%)		3.7 - 4.8		4.7 – 5.1
Volatility (%)		121.7 - 185.8		154.9-182.2
Remaining terms (Years)		0.22 - 2		1.22-2
Stock price ($ per share)		0.24 - 0.9		0.9-1.34