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Convertible Note Liability (Tables)
 12 Months Ended
Mar. 31, 2025
Convertible Note Liability [Abstract]  
Schedule of Using the Black-Scholes Pricing Model The warrants were valued at $42,528 using the Black-Scholes pricing model with the following assumptions:
   Warrant Inputs at
August 20, 2024		 
Share price  $312.62 
Expected dividend yield   Nil 
Exercise price   298.88 
Risk-free interest rate   3.93%
Expected life   2.00 
Expected volatility   17.7%
Expiry date   August 20, 2026 

As at March 31, 2024, the fair value of the convertible notes was estimated at $7,657,397 using a combined discounted cash flow approach and Monte Carlo simulation with the following assumptions:

 

   Inputs 
Share price  $681.44 
Note principal amount  $3,125,000 
Prepayment Amount   130%
Discount rate shares   4.43%
Discount rate cash   20.83%
Volatility annual   100%
Volatility daily   6.30%
Risk free annual   4.43%