With the rapid development of renewable energy generation, the curtailment of wind and photovoltaic generation has become more and more serious due to their intermittent and fluctuating nature. Hydrogen production through water electrolysis has emerged as an effective solution for absorbing excess renewable energy, promoting the integration of hydrogen into multi-energy systems. However, optimizing capacity configuration in such systems faces the ‘impossible triangle’ problem, where multiple objectives, such as cost, reliability, and energy curtailment, are often in conflict. Moreover, the capacity configuration, operational mode, and energy storage strategy are dependent on each other. To address these issues, this study proposes a multi-energy system capacity configuration model under off-grid and grid-connected conditions. An improved MOPSO algorithm is applied to solve the capacity configuration problem efficiently. The numerical results show that: 1) the grid-connected system offers better economic performance than the off-grid system. 2) Compared to battery-only configurations, the combination of hydrogen and battery storage exhibits higher system reliability and cost. 3) Sensitivity analysis shows that average wind speed and load have the greatest impact on total cost.