The incorporation of renewable energy storage systems and energy management strategy is anticipated to alleviate utility grid strain and mitigate electric costs. To increase the energy flexibility and economy of the system, this research establishes a cooling-heating-electricity integrated energy storage (CHE-ES) system considering daily load regulation, cooling/heating load management, and electrical management strategy for a nearly zero-energy building in cold regions. Both single-objective and multi-objective optimizations are conducted for the CHE-ES system configurations, utilizing PV-battery energy storage, heat pump-thermal energy storage, and interactions between the building and utility grid on the TRNSYS and MOBO coupled platforms. The findings indicate that the multi-objective optimization system, which incorporates the energy management strategy, improves the system's energy flexibility and raises the annual performance factor by 10.45 %. Reductions are observed in energy consumption, the net present value of the system, levelized cost of energy, and carbon emissions by 9.10 %, 25.76 %, 16.65 %, and 94.01 %, respectively. The ongoing expansion of PV capacity allows the building to reach phases of zero operating cost for the system, zero energy consumption for the system, and zero energy consumption for the building. The optimal annual self-consumption ratio and load coverage ratio are found to be 0.45 and 0.94, enhancing energy flexibility of the building and the utility grid. The CHE-ES system requires power from the utility grid for load regulation when building demand is high but adjusts dynamically using PV and battery packs at other times. Government incentives play a crucial role in promoting zero-energy buildings. The CHE-ES system provides guidance for the integrated management of renewable energy systems, facilitating its widespread application in northern China.