The increasing penetration of renewable energy has intensified power-balance challenges and increased the need for coordinated electricity market mechanisms. This paper proposes a joint bidding strategy for a wind–pumped-hydro–battery hybrid energy system (WPB-HES) participating in intra-month medium- and long-term (MLT), spot, and frequency regulation ancillary service markets. First, a weekly bidding optimization model is developed to exploit the cross-day regulation capability of pumped hydro energy storage and coordinate revenues from multiple markets. Based on the weekly trading results, a bi-level optimization model is further established for intra-month daily MLT trading. The upper-level model maximizes the total revenue of the WPB-HES, while the lower-level models represent the clearing processes of the intra-month integrated trading market and the joint energy–frequency regulation market. To improve computational tractability, the bi-level problem is reformulated using Karush–Kuhn–Tucker conditions and duality theory. Case studies show that the proposed strategy effectively coordinates pumped hydro energy storage and battery energy storage, enhances the flexibility of the hybrid system, and improves multi-market revenue compared with conventional bidding strategies. The results demonstrate that the proposed method provides a practical decision-making framework for WPB-HES participation in coordinated electricity markets.