Buyer wants refund

I recently sold a few items to be picked up.  Buyer told me they paid through ebay and I told them to cancel the payment and pay with cash when they pick the items up.  All went smoothly until they are now claiming I have their electronic payment plus their cash payment.  They say they didn't pay using paypal but they would 've had to as I didn't give them my banking details.  I have no record of their payment in my paypal or my bank account.  How can I prove I am not double dipping?  BTW this is all over $5.