To address the challenges of insufficient frequency regulation resources and diverse response capabilities in the Yunnan power grid caused by large-scale integration of renewable energy, this paper proposes a cooperative frequency regulation strategy for a hybrid energy storage system incorporating electrolytic aluminum load. First, the frequency regulation model is established for the integrated system comprising electrolytic aluminum load, abandoned mine pumped storage power station, and electrochemical energy storage. A frequency regulation method for electrochemical energy storage is designed, considering control mode weighting factors and state-of-charge (SOC) recovery characteristics. Subsequently, an improved filter with variable filtering time constants is developed based on the area control error (ACE). The high-frequency and low-frequency signals output by the filter are compensated by electrochemical energy storage and abandoned mine pumped storage, respectively. Furthermore, a frequency regulation strategy accounting for frequency regulation zone division is designed. Finally, simulation results under typical scenarios demonstrate that the proposed strategy effectively improves the SOC characteristics of electrochemical energy storage and enhances the frequency regulation performance of the hybrid energy storage system (HESS), while preventing overcharging and over discharging to extend the lifespan of energy storage devices.