XML 45 R32.htm IDEA: XBRL DOCUMENT v3.22.2
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model
9 Months Ended 12 Months Ended
Apr. 30, 2022
Jul. 31, 2021
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]    
Expected dividend yield 0.00% 0.00%
Minimum [Member]    
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]    
Expected stock price volatility 63.32% 125.60%
Risk-free interest rate 0.03% 0.05%
Expected term 18 days 10 days
Maximum [Member]    
Basis of Presentation (Details) - Schedule of derivatives using the Black-Scholes option pricing model [Line Items]    
Expected stock price volatility 250.19% 283.01%
Risk-free interest rate 2.89% 1.65%
Expected term 9 years 6 months 10 years