The intermittent and fluctuating nature of renewable energy sources poses challenges to the voltage and frequency stability of the power system. The incorporation of energy storage systems can not only smooth out peak-to-valley differences and power fluctuations but also provide auxiliary services of frequency and voltage regulation for the power grid. However, most previous studies focus on frequency or voltage regulation singularly, and the capacity configuration methods for multi-energy storage systems (MESS) are still insufficient. In this paper, a MESS with both batteries and supercapacitors is utilized to participate in both frequency and voltage regulation services. A mixed linear programming method is proposed to solve the capacity configuration and scheduling problems with the economic optimization objective. The results verify its capability to participate in both services and reveal its role in reducing the amount of wind power curtailment. This paper verifies the feasibility of utilizing MESS to participate in frequency and voltage regulation services simultaneously and proposes an optimization method to improve its economic aspects.