In order to suppress fluctuations in the output of new energy sources in the microgrid and reduce the economic cost of the microgrid, the introduction of hybrid energy storage equipment has been adopted to stabilize the fluctuations in the output of new energy sources. A microgrid capacity optimization configuration model is constructed with hybrid energy storage, using super capacitors and batteries to form hybrid energy storage equipment, and setting the sequence of power supply of wind/light/mixed storage/grid/diesel. Tent chaotic mapping, optimal selection of search space and predator position, and Lévy flight are used to improve the bald eagle search algorithm to improve the convergence speed and global search capability of the algorithm, and apply it to the comprehensive cost optimization of microgrid. Four typical days in a certain area are selected for analysis. The results show that the microgrid capacity optimization configuration model, hybrid energy storage equipment, energy supply strategy and improved BES algorithm proposed in this paper can effectively enhance the microgrid’s ability to smooth the fluctuation of new energy output and reduce the economic cost of the microgrid, and the improved BES algorithm has strong convergence speed and solving ability.