How can I clean this metal box?
Water that is good and hot can be your friend for cleaning off some waxy type residue. I would retry cleaning using a good toothbrush that has stiff bristles using very hot soapy water. 

You can then try some other cleaners with the hot water and tooth brush. One awesome cleaner that comes to mind is TSP (tri-sodium phosphate) which is really good for removing grease and grime. Before going all in with cleaning using any chemicals though you want to try out in a small area to make sure that the cleaner chemical does not attack the surface of the metal.

If there are any particular grooves that just do not want to brush out you can use the pointed end of a round tooth pick to pick and scrape the groove clean.