The off-grid multiple energy system offers a promising way for energy supply due to its advantages of independency, multi energy co-generation, high efficiency and local utilization of renewable energy. A key issue of the off-grid multiple energy system is the operating performance during the dynamic transition because it is isolated from the utility grid. The conventional steady-state configuration methods ignore the significant impact of configuration scheme on the transient performance of the multiple energy system, which can easily lead to poor dynamic performance, thus are not suited for the off-grid multiple energy system with high penetration of intermittent renewable energy. It is necessary to consider the closed-loop dynamic control behavior of the system early in the configuration stage. To this end, this paper proposes a novel integrated capacity configuration and control optimization method of the multiple energy system, in which both the economic costs and closed-loop dynamic performance are fully considered. The multi-parametric programming is applied to construct a design-perceptive predictive tracking controller to bridge the gap between configuration and dynamic operation of the system. Case study on a typical off-grid combined heat and power multiple energy system shows that the proposed approach can reduce the dynamic thermal and electrical deviations of the multiple energy system by 84.45% and 28.11% respectively at the expense of only 1.86% increase of total economic costs. In-depth validations are carried out under extreme weather conditions and low carbon requirements, which further demonstrate the effectiveness and applicability of the proposed approach.