Wind power fluctuation rate is one of the most important contents of grid assessment. High fluctuation of power will affect the normal operation of system. A new hybrid energy storage system consisting of "a set of super capacitor + three sets of battery " is established based on the traditional hybrid energy storage system. Super capacitor used to stabilize high-frequency power fluctuations, the two batteries as a charge-discharge group to stabilize the low-frequency power fluctuations, the other battery as a supplementary group, when any group reached the lower limit or the upper limit, the battery worked by the battery of supplementary group. Finally, the cost model of hybrid energy storage system considering the loss of battery life is established. The data simulation of a wind farm shows that this scheme can optimize the fluctuation rate of wind power. Compared with the comparison scheme, this solution can effectively improve the battery life then reducing the cost of investment.