With the deepning of electricity market system, under the environment of power market, the purchase and sale of electricity as the core business of the electricity retailer will determine its main operating costs and core competitiveness. A united optimization strategy for the purchase and sale of electricity by electricity retailers is proposed. On the electricity purchase side, it considers the combination of medium and long -term market and spot market electricity purchases and interruptible load call of users.The electricity sale side combines the user’s electricity utility, decision of the price of retail packages, and the use of CVaR to measure the risk, to achieve the goal of maximizing profit and minimizing risk for electricity sales companies. It is proved through calculation examples that the proposed joint optimization model can effectively increase the purchase and sale revenue of electricity retailers. It provides reference for the electricity retailers’decision-making.