Taking the thermal-electric hybrid energy storage wind power system with the effective combination of thermal energy storage and battery energy storage as the research object, the exergoeconomic characteristics of the system are studied experimentally. Firstly, RSM is used to optimize the power quality and exergoeconomic characteristics of the system, and the optimal operating conditions are obtained. Then, an optimization strategy is proposed based on MOPSO algorithm to explore the effective ways to improve the exergetic efficiency of each subsystem and reduce the system exergy loss and system exergetic cost. The results show that the exergo-economics can effectively evaluate the generation-energy storage characteristics of the new wind power system of ' wind power + energy storage '. It is confirmed that the proposed optimization strategy and algorithm can avoid the situation of low η2, η3 and η when λ is small. When λ is large, the unit exergy cost and current harmonic distortion are further reduced, and the power quality and system exergy efficiency are improved while the unit exergy cost is reduced, so as to realize the optimal configuration of the thermal-electric hybrid energy storage wind power system.