The United States and Canada have three US-Canada tax treaties in effect. The details are complex, and I recommend you don't make decisions solely on the basis of a money.SE answer.
But as far as I as understand, you are required to file tax returns in both the USA and Canada for the year, and on each tax return, report all your income world-wide. However, thanks to the tax treaty provisions, you pay tax to Canada on income earned in Canada, and claim a foreign tax credit on your US tax return; and likewise for paying tax to the USA on income earned in the USA, and claiming a foreign tax credit on your Canadian tax return. The net effect of this is that you mostly won't pay double tax on your US and Canadian income, at least not to the US and Canada. I don't know if your country of citizenship will charge you tax, or has a tax treaty with the US or Canada.
Since you are not a US citizen, and in the current year won't be working in the USA, it may be that you won't have to file a US tax return for the current year. If you were a US citizen or permanent resident (as I am), you'd have to file a US tax return every year.
I am a US citizen who has lived in Canada for several years, on a temporary foreign work permit and then as a permanent resident. I have had a professional tax preparer who specialises in US and Canadian taxes prepare my returns in each on of those years. I considered it money well spent; dealing with the cross-border and cross-currency issues is not simple.