The invention discloses an electricity consumption transaction analysis method based on financial technical indexes, and relates to the field of electricity consumption transaction analysis. At present, the abnormal analysis of the power consumption data is mostly limited to mining the abnormal condition of the power consumption data, and the abnormal condition caused by enterprise production transformation, economic operation and the like is difficult to capture. Through the characteristics of an electrical load sequence are described through indexes of a cross filtering line, a zero-lag similarities and differences moving average line and a Brinell line, the index parameters are adaptively set to meet specific scenes of an abnormal change analysis task, a reasonable threshold value is set according to an index probability distribution diagram in the same industry, and the indexes exceeding the index threshold value are qualitatively determined as transaction; therefore, the load curve characteristics are effectively described, the abnormal phenomenon is effectively grabbed, and it is guaranteed that an abnormal analysis result has certain interpretability. Significant abnormal changes of the power utilization data can be accurately and effectively screened out; the detection of the power utilization mutation is captured through an auxiliary Brinell line index, thereby achieving the capturing of the abnormal movement, and further guaranteeing the effectiveness of the abnormal movement analysis.