Abstract: Margin and forced liquidation systems in futures trading affect the income of power generation companies to a certain extent in the market context. Considering the changes in load, this study uses electricity futures trading to avoid the profit and loss risk of power generation caused by electricity price fluctuations and constructs a market-wide revenue optimization model for power generation companies. First, we construct a trading structure for the electricity market that includes spot, forward, and futures contracts. Second, with the goal of maximizing revenue from electricity sales of power generation companies, the income model of power generation companies, including spot, forward, and futures contracts, is built step-by-step, and the corresponding solution algorithm is given. Finally, a non-blocking power market comprising six power generation companies is used for the simulation, and the rationality and effectiveness of the revenue model are verified. The results show that load fluctuations lead to obvious fluctuations in electricity prices, and the introduction of electricity futures can improve the stability of electricity prices and the profits of power generation companies and transfer the risk of profit loss of power generation companies to the futures market. The increase in the profits of power generation companies with greater marginal costs is more obvious. Within a certain range of futures and spot electricity ratios, the larger the ratio, the greater the profits of the power generation company; however, after exceeding the range, the loss of futures margin interest increases, which causes the profits of power generation companies to decrease.