Derivative Liabilities (Details) - Schedule of Black-Scholes Option Pricing Model - Black-Scholes Option Pricing Model [Member]						9 Months Ended
		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.