This study employed a three-factor, three-level orthogonal experimental design (variables: water-cement ratio, microcapsules, modified graphene oxide (GO)) to investigate the synergistic optimization effects of additive dosage on multiple performance indicators of concrete (7-day/28-day compressive strength, self-healing rate, water penetration depth). Range analysis and analysis of variance (ANOVA) revealed that microcapsules primarily control the self-healing rate, while GO dominates impermeability. Specifically, optimizing the water-cement ratio enhanced early-age strength by 17.2% and improved later-age compactness. A GO dosage of 0.1% reduced water penetration depth by 33.97%, but excessive dosage (e.g., 0.15%) inhibited self-healing (reducing the healing rate by 15.09%). A microcapsule dosage of 3% increased the self-healing rate by 25.1%, but increasing it to 5% caused a sharp decrease of 27.09% due to premature rupture (although synergistically reducing water penetration depth by 29.04%, it weakened early-age strength by 8.9%). The GO/microcapsule composite concrete prepared through multi-objective optimization can simultaneously meet the requirements for strength, self-healing capability, and durability (low permeability). However, because the optimal mix ratios for each performance indicator conflict (early-age strength: A3B1C3, later-age strength: A1B2C3, self-healing rate: A2B1C2, impermeability: A3B2C2), careful balancing of the interaction effects is required based on specific engineering demands.