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Derivative Liabilities (Details) - Schedule of Black-Scholes Option Pricing Model - Black-Scholes Option Pricing Model [Member] |  |  |  |  | 9 Months Ended
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Dec. 31, 2023 | Nov. 21, 2023 | Dec. 31, 2022 | Jul. 15, 2022 | Sep. 30, 2024
Derivative Liabilities (Details) - Schedule of Black-Scholes Option Pricing Model [Line Items] |  |  |  |  |  |
Risk-free interest rate |  |  | 4.41% | 4.73% | 3.12% | 3.58%
Expected life | [1] |  | 5 years | 9 months | 7 months 6 days |
Expected dividend rate |  | 0.00% | 0.00% | 0.00% | 0.00% | 0.00%
Expected volatility |  | 100.00% | 100.00% | 100.00% | 100.00% | 100.00%
Minimum [Member] |  |  |  |  |  |
Derivative Liabilities (Details) - Schedule of Black-Scholes Option Pricing Model [Line Items] |  |  |  |  |  |
Risk-free interest rate |  | 3.84% |  |  |  |
Expected life | [1] | 3 years 3 months 25 days |  |  |  | 2 years 6 months 25 days
Maximum [Member] |  |  |  |  |  |
Derivative Liabilities (Details) - Schedule of Black-Scholes Option Pricing Model [Line Items] |  |  |  |  |  |
Risk-free interest rate |  | 4.01% |  |  |  |
Expected life | [1] | 4 years 10 months 24 days |  |  |  | 4 years 1 month 24 days
[1] | On April 28, 2023, the Company amended the warrant agreements for the 231,828 derivative liability warrants outstanding. The amendment removed the clause to automatically convert warrants to shares on IPO date and all warrants were given an expiry date of April 27, 2027. This led to an increase in the expected life input in the Black-Scholes model as of December 31, 2023, compared to December 31, 2022, when the Company used the expected IPO date to calculate the expected life of the warrants.

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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480429/718-10-50-2 + Details
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- Definition The estimated measure of the 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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(ii) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480429/718-10-50-2 + Details
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iv) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480429/718-10-50-2 + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(i) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480429/718-10-50-2 + Details
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