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SCHEDULE OF BLACK SCHOLES OPTION PRICING MODEL OF WARRANT LIABILITIES (Details)
Mar. 31, 2025
Dec. 31, 2024
Measurement Input, Price Volatility [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Expected life of warrants (years) 88 88
Measurement Input, Risk Free Interest Rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Expected life of warrants (years) 3.97 4.25
Measurement Input, Expected Dividend Rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Expected life of warrants (years) 0 0
Measurement Input, Expected Term [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Expected life of warrants (years) 3.78 3.50
Measurement Input, Exercise Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Expected life of warrants (years) 1.56 1.45