Virtual power plant solves the problem of lack of effective coordination and control between independent distributed energy generation. With the development of electricity market reform, VPP gradually participates in the market competition as a comprehensive ecommerce. Considering various uncertainties and risks in power transactions, a reasonable trading strategy for VPP trading in power market is proposed. Firstly, the uncertainties of VPP trading in power market are analyzed, and scenario analysis method is used to model the uncertainty factors. The profit of VPP in each sub market is calculated and multi loss CVaR method is used to measure the risk factors. Then the portfolio model of VPP trading in power market is obtained. Finally, the case study is given to demonstrate the impact of uncertainties on VPP trading in power market and give the trading strategy under different risk preferences. The results verify the rationality of the proposed trading strategy and provide a reference for VPP to participate in power market.