The new hydrogen-containing integrated energy system proposed in this paper has complementary coupling of multiple energy forms such as electricity, gas, cold, heat, and hydrogen. For the same type of load demand, equipment with different energy input forms can be dispatched for joint supply. However, different equipment differ in dynamic response speed and energy utilization efficiency, and the reasonable configuration of equipment capacity will directly affect the overall dynamic characteristics and energy efficiency level of the system. Therefore, this paper first proposes an evaluation index that can comprehensively characterize the dynamic energy efficiency and load tracking ability of energy equipment. In addition, a preference adjustable capacity configuration optimization method based on utopian point tracking is proposed with the two optimization objectives of this indicator and the system's equivalent annualized investment cost, and the solution complexity is reduced through segmented linearization of the objective. Simulations presented here show that the capacity configuration optimization method proposed in this paper has a positive effect on improving the dynamic energy efficiency and load tracking ability of the new hydrogen-containing integrated energy system, and can also meet the preference setting needs of different investment entities for capacity configuration optimization goals.