Abstract: Aiming to establish energy supply system for large-scale off-grid islands, this paper firstly proposed a new energy supply strategy including grid side, new energy generation system and energy storage system. The strategy used the peak-valley electricity price mechanism and the output-penalty mechanism to guide both energy storage system and new energy generation system to reasonable operation, and set a SOC-based control mode of energy storage system. Based on this strategy, this paper researched the capacity allocation of each participant through establishing a new non-cooperative game model of electric energy transaction for new energy generation system and energy storage system. After proving the existence of Nash equilibrium, particle swarm optimization（PSO） was used to find out the Nash equilibrium of capacity allocation for each participant based on the most responsive analytical strategy. At last, the economic analysis of the income and expenditure of each participant was carried out at equilibrium point. The proposed energy supply strategy and the establishment of a game model can improve penetration of new energy and to some extent solve the problem of unbalanced new energy generating units output and load demand while ensuring the benefits of all parties and effectively increasing the construction enthusiasm of investors, which has great practical significance.