In high energy heavy-ion collisions, event-by-event fluctuations may be a sensitive observable of critical phenomena in the QCD phase transition, where the phase transition is defined as the appearance of a discontinuity or divergence on order parameters around the critical temperature. The correlation length and specific heat as order parameters of QGP phase can be extracted from the event-by- event multiplicity fluctuation and average $p_{T}$ fluctuation respectively. Systematic experimental studies of event-by-event fluctuations have performed by the PHENIX experiment through direct fits to negative binomial distributions and gamma distributions. We will present the latest results of event-by-event fluctuation on charged particle multiplicity and average $p_{T}$ fluctuations as function of the number of participants and $p_{T}$ measured at Au+Au, d+Au and p+p collisions in $sqrt{s_{NN}}$ = 200 and 62.4 GeV.