With the implementation of the electricity system reform, the number of electricity retailers and the forms of participating in market transaction are increasing, meanwhile, the competition is becoming increasingly fierce. Aiming at the upcoming electricity spot transaction, this paper proposes a dynamic trading strategy including multi-market and multi-period for electricity retailers, which takes account of the uncertain factors such as electricity demand, market price and introduces user-side load as a balanced resource. Based on the idea of multi-objective optimization, an optimization model is established to maximize the profit and customer satisfaction for electricity retailers. In addition, an optimization method combining Latin hypercube sampling, scene reduction and improved multi-objective differential evolution algorithm is proposed to solve the model. Finally, an example is given to verify the validity of the model and method proposed in this paper, which provides an effective reference for the electricity retailers to participate in the market competition. This work is supported by Science and Technology Achievements Transformation and Guiding Special Project of Shanxi Province (No. 201604D121015) and Shanxi International Science and Technology Cooperation Program (No. 2015081013).