SCHEDULE OF BLACK-SCHOLES OPTION PRICING MODELS FOR WARRANT-BASED STOCK COMPENSATION (Details) - Warrant [Member] - $ / shares |
9 Months Ended | |
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Sep. 30, 2025 |
Sep. 30, 2024 |
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| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Risk-free interest rate minimum | 3.81% | 3.74% |
| Risk-free interest rate maximum | 4.54% | 4.71% |
| Expected share price volatility minimum | 106.12% | 89.73% |
| Expected share price volatility maximum | 109.69% | 113.72% |
| Minimum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Exercise price | $ 0.11 | $ 0.10 |
| Expected terms (in years) | 5 years | 5 years |
| Expected dividend yield | 0.00% | 0.00% |
| Maximum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Exercise price | $ 0.15 | $ 0.15 |
| Expected terms (in years) | 10 years | 10 years |
| Expected dividend yield | 0.00% | 0.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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