The Puritans shared a goalless draw at Northern Premier League Premier Division side FC United of Manchester but walked away with the Football Supporters Association Brian Lomax Cup after winning the resulting penalty shoot-out 3-1 with Jack Harding saving two spot-kicks.
Banbury are now preparing for the step up into the National League North after their stunning Southern League Premier Central title success as they head to Curzon Ashton in the season opener on Saturday.
And boss Whing said: ““It was a really good away game for us with good facilities and I thought it was a really competitive game as well.
“I thought we were outstanding again in the first half.
“I was moaning a bit about the Stourbridge game that, even though we had loads and loads of possession, we didn’t really create too many chances.
“But I thought we created loads more on Saturday but we didn’t have a great deal of luck and we couldn’t finish them off.
“We deserved to go and win the game but it was a really competitive game and we are delighted with how pre-season has gone.”