We present an all-fiber interferometer fabricated with a single piece of an endless single-mode photonic crystal fiber (PCF) by an electric arc discharge. By forming a long period grating (LPG) at a point and collapsing the air holes at another point along the PCF, the simple but effective interferometer could be implemented. The LPG made a strong wavelength selective mode coupling between the core and cladding modes in the interesting wavelength range, while the air-hole collapse induced wavelength independent mode couplings. By cascading them, we could implement the all-fiber interferometer. As a potential application of the proposed all PCF interferometer, strain sensing is experimentally demonstrated.