In the present work, we give a new multifractal formalism for which the classical multifractal formalism does not hold. We precisely introduce and study a multifractal formalism based on the Hewitt-Stromberg measures and that this formalism is completely parallel to Olsen's multifractal formalism which based on the Hausdorff and packing measures.The multifractal formalism (1.1) has been proved rigorously for random and non-random self-similar measures [1,16,42,43, 51], for self-conformal measures [26,27,28,29,37,52], for self-affine measures [6,7,8,9,23,24,36,45] and for Moran measures [61,62,63,64]. We note that the proofs of the multifractal formalism (1.1) in the above-mentioned references [1,10,12,13,14,36,37,42,43,45,52] are all based on the same key idea. The upper bound for f µ (α) is obtained by a standard covering argument (involving Besicovitch's Covering Theorem 2000 Mathematics Subject Classification. 28A78, 28A80.