This paper explored the feasibility of e-commerce platforms to achieve business expansion and improve consumer satisfaction through self-building logistics. Considered an online sales system involving e-commerce platforms, merchants, and logistics companies. Aimed at the problem of different logistics service strategy choices for e-commerce platforms and merchants, proposed four combinations of logistics strategies, and constructed the Stackelberg models of the platforms regarding logistics services and merchants regarding commodity pricing under each strategy to form nested games. Adopted backward induction to solve for the optimal decisions under each strategy, obtained the optimal revenues of the four strategies respectively, and then compared and analyzed the revenues of merchants and e-commerce platforms under different logistics strategies. Finally, applied backward induction again to obtain the optimal logistics strategies of the platforms and merchants. Conducted numerical experiments to analyze the logistics decisions of e-commerce platforms and merchants under different consumer preferences. Results showed that under the Stackelberg optimal equilibrium strategy, when merchants chose the optimal decisions as the SJ strategy or the NJ strategy, the platform's decision is the SJ strategy, and showed a stronger inclination to build its own logistics. At this time, both the platforms and merchants can obtain better revenues. When the consumption environment changes, the consumer demand and the price sensitivity coefficient have a more significant impact on the decision-making of platforms and merchants compared with the logistics service sensitivity coefficient. This research provides theoretical support for the logistics selection decisions of platforms and merchants.